Please use this identifier to cite or link to this item: http://cimat.repositorioinstitucional.mx/jspui/handle/1008/697
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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