SOME MATRIX-VARIATE DISTRIBUTION-THEORY - NOTATIONAL CONSIDERATIONS AND A BAYESIAN APPLICATION
成果类型：
Article
署名作者：
DAWID, AP
署名单位：
City St Georges, University of London
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1981
页码：
265274
关键词：
摘要：
A convenient notation for certain matrix-variate distributions is introduced and justified; by emphasis on important underlying parameters and the theory on which it is based, it eases greatly the task of manipulating such distributions. Important examples include the matrix-variate normal, t, F and beta, and the Wishart and inverse Wishart distributions. The theory is applied to compound matrix distributions and to Bayesian prediction in the multivariate linear model.