A note about measures and Jacobians of singular random matrices

被引：13

作者：

Diaz-Garcia, Jose A. ^{[1
]}

机构：

[1] Univ Autonoma Agraria Antonio Narro, Dept Stat & Computat, Saltillo 25315, Coahuila, Mexico

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2007年 / 98卷 / 05期

关键词：

singular random matrices; Jacobian of transformation; Hausdorff measure; Lebesgue measure; matrix-variate normal singular distribution;

D O I：

10.1016/j.jmva.2005.09.013

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper explains the differences between the densities and the Jacobians of the transforms of the same singular random matrices treated by several authors. Some comments on the results proposed by Srivastava [Singular Wishart and multivariate beta distributions, Ann. Statist. 31 (2003) 1537-1560] are presented. Definitions about a measure with respect to which a singular random matrix possesses a density are proposed. Finally two Jacobians of certain transforms under any of those measures are found. (c) 2005 Elsevier Inc. All rights reserved.

引用

页码：960 / 969

页数：10

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