Diagonalization matrix and its application in distribution theory

作者：Caro Lopera Francisco J; Diaz Garcia Jose A^*

来源：Statistics, 2016, 50(4): 870-880.

DOI：10.1080/02331888.2015.1104312

• Hadamard matrix product
• Kronecker matrix product
• permutations
• matrix multivariate elliptical distributions
• matrix multivariate generalized Birnbaum-Saunders distributions
• prior distribution
• 15A69
• 60E05
• 62E15
• 15B52

Some matrix representations of diverse diagonal arrays are studied in this work; the results allow new definitions of classes of elliptical distributions indexed by kernels mixing Hadamard and usual products. A number of applications are derived in the setting of prior densities from the Bayesian multivariate regression model and families of non-elliptical distributions, such as the matrix multivariate generalized Birnbaum-Saunders density. The philosophy of the research about matrix representations of quadratic and inverse quadratic forms can be extended as a methodology for exploring possible new applications in non-standard distributions, matrix transformations and inference.

• 出版日期2016-8