Showing 1 - 10 of 14
Given a general multivariate linear model of full or less than full rank, we find the distributions of internally and externally studentised residuals, assuming normal and elliptical distributions.
Persistent link: https://www.econbiz.de/10005021326
Several distributions are studied, simultaneously in the real, complex, quaternion and octonion cases. Specifically, these are the central, nonsingular matricvariate and matrix multivariate T and beta type II distributions and the joint density of the singular values are obtained for real normed...
Persistent link: https://www.econbiz.de/10010995048
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Considering the minimization of an estimated second degree response surface model as a problem of stochastic programming, this article establishes the equivalent deterministic programs applying the E-model, V-model, P-model and minimax methods. Similarly, after observing that some of the...
Persistent link: https://www.econbiz.de/10012918214
For a singular random matrix Y, we find the Jacobians associated with the following decompositions; QR, Polar, Singular Value (SVD), L´U, L´DM and modified QR (QDR). Similarly, we find the Jacobinas of the following decompositions: Spectral, Cholesky´s, L´DL and symmetric non-negative...
Persistent link: https://www.econbiz.de/10005249639
The size-and-shape and shape distributions based on non-central and non-isotropic elliptical distributions are derived in this paper by using the singular value decomposition (SVD). The general densities require the computation of new integrals involving zonal polynomials. The invariance of the...
Persistent link: https://www.econbiz.de/10009249314
Assuming that Y has a singular matrix variate elliptically contoured distribution with respect to the Hausdorff measure, the distributions of several matrices associated to QR, modified QR, SV and Polar decompositions of matrix Y are determined, for central and non-central, non-singular and...
Persistent link: https://www.econbiz.de/10005196590
The noncentral configuration density, derived under an elliptical model, generalizes and corrects the Gaussian configuration and some Pearson results. Partition theory is then used to obtain explicit configuration densities associated with matrix variate symmetric Kotz type distributions...
Persistent link: https://www.econbiz.de/10008521104
For a singular random matrix X, we find the Jacobians associated to the following decompositions: QR, Polar, Singular Value (SVD), L'U, L'DM and modified QR (QDR). Similarly, for the cross-product matrix S=X'X we find the Jacobians of the Spectral, Cholesky's, L'DL and symmetric nonnegative...
Persistent link: https://www.econbiz.de/10005006570