摘要
Abstract
For a particular class of elliptically contoured matrix distribution population, this paper de
rives its conditional distribution, marginal distribution and quadratic-form distribution. Moreover, this
paper discusses the relationship between EVSn × p ( M, ∑, ψ) distribution and matrix normal distribution,
and obtains some results about EVSn×p(M,∑,ψ).
关键词
球对称分布/椭球等高矩阵分布/广义拟Wishart分布Key words
spherically symmetric distribution/elliptically contoured matrix distribution/general
quasiwishart distribution分类
数理科学
