Matrix-variate Beta Distribution

@inproceedings{Gupta2000MatrixvariateBD,
  title={Matrix-variate Beta Distribution},
  author={Arjun K. Gupta and Daya K. Nagar},
  year={2000}
}
We propose matrix-variate beta type III distribution. Several properties of this distribution including Laplace transform, marginal distribution and its relationship with matrix-variate beta type I and type II distributions are also studied. 
Highly Influential
This paper has highly influenced 46 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 461 citations. REVIEW CITATIONS

From This Paper

Topics from this paper.
258 Citations
18 References
Similar Papers

Citations

Publications citing this paper.

461 Citations

02040'01'04'08'12'16
Citations per Year
Semantic Scholar estimates that this publication has 461 citations based on the available data.

See our FAQ for additional information.

References

Publications referenced by this paper.
Showing 1-10 of 18 references

On generalized matric variate beta distributions, Statistics

  • W. R. Javier, A. K. Gupta
  • MR 86m:62023. Zbl 602.62039
  • 1985
Highly Influential
9 Excerpts

Note on ‘the Jacobians of certain matrix transformations useful in multivariate analysis

  • I. Olkin
  • Biometrika
  • 1953
Highly Influential
12 Excerpts

Distributions of matrix variates and latent roots derived from normal samples

  • A. T. James
  • Ann . Math . Statist .
  • 2000

Matrix Variate Distributions, Chapman & Hall/CRC

  • A. K. Gupta, D. K. Nagar
  • Boca Raton, FL,
  • 2000
1 Excerpt

Some probability distributions connected with beta and gamma matrices

  • R. Khattree, R. D. Gupta
  • Comm. Statist. Theory Methods
  • 1992

A densityfree approach to the matrix variate beta distribution

  • S. K. Mitra
  • Sankhyā Ser . A
  • 1988

Exact moments of the multivariate F and beta distributions

  • Y. Konno
  • J. Japan Statist. Soc
  • 1988

Some matrix-variate distribution theory: notational considerations and a Bayesian application, Biometrika

  • A. P. Dawid
  • MR 83m:62083. Zbl 464.62039
  • 1981

Some matrixvariate distribution theory : notational considerations and a Bayesian application

  • A. K. Gupta, D. K. Nagar
  • Biometrika
  • 1981

A density-free approach to the matrix variate beta distribution, Sankhyā

  • S. K. Mitra
  • Ser. A
  • 1970

Similar Papers

Loading similar papers…