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A note about measures and Jacobians of singular random matrices

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  • Díaz-García, José A.

Abstract

This paper explains the differences between the densities and the Jacobians of the transforms of the same singular random matrices treated by several authors. Some comments on the results proposed by Srivastava [Singular Wishart and multivariate beta distributions, Ann. Statist. 31 (2003) 1537-1560] are presented. Definitions about a measure with respect to which a singular random matrix possesses a density are proposed. Finally two Jacobians of certain transforms under any of those measures are found.

Suggested Citation

  • Díaz-García, José A., 2007. "A note about measures and Jacobians of singular random matrices," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 960-969, May.
    • Handle: RePEc:eee:jmvana:v:98:y:2007:i:5:p:960-969
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    References listed on IDEAS

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    1. Díaz-García, José A. & González-Farías, Graciela, 2005. "Singular random matrix decompositions: distributions," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 109-122, May.
    2. Díaz-García, José A. & Jáimez, Ramón Gutierrez & Mardia, Kanti V., 1997. "Wishart and Pseudo-Wishart Distributions and Some Applications to Shape Theory," Journal of Multivariate Analysis, Elsevier, vol. 63(1), pages 73-87, October.
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    Cited by:

    1. Liu, Jin Shan & Ip, Wai Cheung & Wong, Heung, 2009. "Predictive inference for singular multivariate elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1440-1446, August.

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