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http://cimat.repositorioinstitucional.mx/jspui/handle/1008/710| A Note on Sirivastava's Paper "Singular Wishart and Multivariate Beta Distributions" : Jacobians | |
| JOSE ANTONIO DIAZ GARCIA | |
| Acceso Abierto | |
| Atribución-NoComercial | |
| Inferencia Bayesiana | |
| In this study we intend to clarify the differences between the densities and the Jaco- bians of the transforms of singular random matrices. Some comments on the results proposed by Srivastava (2003) are presented. Different definitions of the measure with respect to which a singular random matrix possesses a density are proposed and, under any of these measures, various Jacobians of different transforms are found. An alternative proof of Uhlig’s first conjecture, Uhlig (1994), is proposed. Furthermore, we propose various extensions to this conjecture under different sin- gularities. Finally, some applications of the theory of singular distributions are discussed. | |
| Centro de Investigación en Matemáticas AC | |
| 17-10-2003 | |
| Reporte | |
| Inglés | |
| Investigadores | |
| TÉCNICAS DE INFERENCIA ESTADÍSTICA | |
| Versión publicada | |
| publishedVersion - Versión publicada | |
| Aparece en las colecciones: | Reportes Técnicos - Probabilidad y Estadística |
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