[1]赵桂芹.椭球等高矩阵分布族中EVSn×p(M,Σ,ψ)的一些结果[J].东南大学学报(自然科学版),2000,30(6):104-109.[doi:10.3969/j.issn.1001-0505.2000.06.022]
 Zhao Guiqin.Some Results about EVSn×p(M,Σ,ψ) in Elliptically Contoured Matrix Distribution Population[J].Journal of Southeast University (Natural Science Edition),2000,30(6):104-109.[doi:10.3969/j.issn.1001-0505.2000.06.022]
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椭球等高矩阵分布族中EVSn×p(M,Σ,ψ)的一些结果()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
30
期数:
2000年第6期
页码:
104-109
栏目:
数学、物理学、力学
出版日期:
2000-11-20

文章信息/Info

Title:
Some Results about EVSn×p(M,Σ,ψ) in Elliptically Contoured Matrix Distribution Population
作者:
赵桂芹
东南大学应用数学系,南京 210096
Author(s):
Zhao Guiqin
Department of Applied Mathematics, Southeast University, Nanjing 210096
关键词:
球对称分布 椭球等高矩阵分布 广义拟Wishart分布
Keywords:
spherically symmetric distribution elliptically contoured matrix distribution general quasiwishart distribution
分类号:
O212.1
DOI:
10.3969/j.issn.1001-0505.2000.06.022
摘要:
对一类椭球等高矩阵分布X=M+RU3A~EVSn×p(M,Σ,ψ),A′A=Σ>0,Vec(U3)=du(np),从条件分布、边缘分布两方面讨论了与矩阵正态分布的关系及其二次型分布,得到了关于EVSn×p(M,Σ,ψ)的一些结果.
Abstract:
For a particular class of elliptically contoured matrix distribution population, this paper derives its conditional distribution, marginal distribution and quadratic-form distribution. Moreover, this paper discusses the relationship between EVSn×p(M,Σ,ψ)distribution and matrix normal distribution, and obtains some results about EVSn×p(M,Σ,ψ).

参考文献/References:

[1] 方开泰,张尧庭.广义多元分析.北京:科学出版社,1993.88~89
[2] 张尧庭,方开泰.多元统计分析引论.北京:科学出版社,1982
[3] Murihead R J.Aspects of multivariate statistical theory.New York:Wiley,1982
[4] Anderson T W.An introduction to multivariate statistical analysis.2nd Edition.New York:Wiley,1984

相似文献/References:

[1]温阳俊,朱道元.一类新的多元t-型分布[J].东南大学学报(自然科学版),2007,37(3):543.[doi:10.3969/j.issn.1001-0505.2007.03.038]
 Wen Yangjun,Zhu Daoyuan.New class of multivariate t-type distributions[J].Journal of Southeast University (Natural Science Edition),2007,37(6):543.[doi:10.3969/j.issn.1001-0505.2007.03.038]

备注/Memo

备注/Memo:
第一作者:女, 1975年生, 硕士研究生.
更新日期/Last Update: 2000-11-20