AbstractIn this paper, it is shown that two random matrices have a joint matrix variate normal distribution if, conditioning each one on the other, the resulting distributions satisfy certain conditions. A general result involving more than two matrices is also proved
SUMMARY. In this paper we study matrix variate elliptically contoured distributions that admit a nor...
ABSTRACT. Several characterizations of the joint multinomial distribution of two discrete random vec...
Title: Multivariate Normal Distribution Author: Jakub Ježo Department: Department of Probability and...
The joint normality of two random vectors is obtained based on normal conditional with linear regres...
AbstractIn this paper, it is shown that two random matrices have a joint matrix variate normal distr...
AbstractA characterization of the matrix variate normal distribution having identically distributed ...
In this paper, we prove that the joint distribution of random vectors Z 1 and Z 2 and the distributi...
AbstractLet Xj (j = 1,…,n) be i.i.d. random variables, and let Y′ = (Y1,…,Ym) and X′ = (X1,…,Xn) be ...
Let $X$ and $Y$ be two random vectors with values in $\bbfR\sp k$ and $\bbfR\sp \ell$, respectively....
Matrix-variate distributions represent a natural way for modeling random matrices. Realizations from...
Let $X$ and $Y$ be two random vectors taking values in the real finite-dimensional inner product spa...
We study matrix variate confluent hypergeometric function kind 1 distribution which is a generalizat...
AbstractAlthough distribution theory dates back over a century, the distributions derived were essen...
AbstractA general real matrix-variate probability model is introduced here, which covers almost all ...
AbstractThe (univariate) t-distribution and symmetric V.G. distribution are competing models [D.S. M...
SUMMARY. In this paper we study matrix variate elliptically contoured distributions that admit a nor...
ABSTRACT. Several characterizations of the joint multinomial distribution of two discrete random vec...
Title: Multivariate Normal Distribution Author: Jakub Ježo Department: Department of Probability and...
The joint normality of two random vectors is obtained based on normal conditional with linear regres...
AbstractIn this paper, it is shown that two random matrices have a joint matrix variate normal distr...
AbstractA characterization of the matrix variate normal distribution having identically distributed ...
In this paper, we prove that the joint distribution of random vectors Z 1 and Z 2 and the distributi...
AbstractLet Xj (j = 1,…,n) be i.i.d. random variables, and let Y′ = (Y1,…,Ym) and X′ = (X1,…,Xn) be ...
Let $X$ and $Y$ be two random vectors with values in $\bbfR\sp k$ and $\bbfR\sp \ell$, respectively....
Matrix-variate distributions represent a natural way for modeling random matrices. Realizations from...
Let $X$ and $Y$ be two random vectors taking values in the real finite-dimensional inner product spa...
We study matrix variate confluent hypergeometric function kind 1 distribution which is a generalizat...
AbstractAlthough distribution theory dates back over a century, the distributions derived were essen...
AbstractA general real matrix-variate probability model is introduced here, which covers almost all ...
AbstractThe (univariate) t-distribution and symmetric V.G. distribution are competing models [D.S. M...
SUMMARY. In this paper we study matrix variate elliptically contoured distributions that admit a nor...
ABSTRACT. Several characterizations of the joint multinomial distribution of two discrete random vec...
Title: Multivariate Normal Distribution Author: Jakub Ježo Department: Department of Probability and...
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