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Functions of Singular Random Matrices : A Bayesian Application | |
JOSE ANTONIO DIAZ GARCIA | |
Acceso Abierto | |
Atribución-NoComercial | |
Teoría de la Distribución | |
The presen t article describ es how the Jacobian is found for certain functions of a singular random matrix, both in the general case and in that of a non-negativ e de nite random matrix. In particular, we nd the Jacobian of the V = S 2 transfor- mation when S is non-negativ e de nite, and in general, the Jacobian of the Y = X + transformation, in whic h X + is the generalised, or Mo ore-P enrose, inverse of X . Expressions for the densities of the generalised inverse of the cen tral Beta and F singular random matrices are prop osed. Finally , two applications in the eld of Bayesian inference are presented. | |
Centro de Investigación en Matemáticas AC | |
17-03-2003 | |
Reporte | |
Inglés | |
Investigadores | |
ANÁLISIS MULTIVARIANTE | |
Versión publicada | |
publishedVersion - Versión publicada | |
Appears in Collections: | Reportes Técnicos - Probabilidad y Estadística |
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