Doubly noncentral singular matrix variate beta distributions
In this paper, we determine the density functions of doubly noncentral singular matrix variate beta type I and II distributions.
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Publications and source records attributed to J. A. Diaz-Garcia.
In this paper, we determine the density functions of doubly noncentral singular matrix variate beta type I and II distributions.
This work studies the Jacobians of certain singular transformations and the corresponding measures which support the jacobian computations.
In this paper, the densities of the doubly singular beta type I and II distributions are found, and the joint densities of their corresponding nonzero eigenvalues are provided. As a consequence, the density function of a singular inverted matricvariate t distribution is obtained.
In this paper, we extend the study of bivariate generalised beta type I and II distributions to the matrix variate case.