A characterization of matrix variate normal distribution

A characterization of matrix variate normal distribution

The joint normality of two random vectors is obtained based on normal conditional with linear regression and constant covariance matrix of each vector given the value of the other without assuming the existence of the joint density. This result is applied to a characterization of matrix variate norm...

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Bibliographic Details
Main Authors: Khoan T. Dinh, Truc T. Nguyen
Format: Article
Language:English
Published: Hindawi Limited 1994-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
characteristic function; eigenvalue; joint distribution; conditional distribution; covariance matrix; norm of a matrix; linear transformation; spectral radius.
Online Access:http://dx.doi.org/10.1155/S0161171294000475

Internet

http://dx.doi.org/10.1155/S0161171294000475

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