A characterization of matrix variate normal distribution

International Journal of Mathematics and Mathematical Sciences

Truc T. Nguyen¹  Khoan T. Dinh² 

[1] Department of Mathematics and Statistics, Bowling Green State University, Bowling Green 43403-0221, OH, USA;US Environmental Protection Agency/TS 798, Washington, DC 20460, USA;

关键词: characteristic function;    eigenvalue;    joint distribution;    conditional distribution;    covariance matrix;    norm of a matrix;    linear transformation;    spectral radius.;   

DOI  :  10.1155/S0161171294000475

来源: DOAJ

【 摘 要 】

The joint normality of two random vectors is obtained based on normal conditional with linear regression and constant covariance matrix of each vector given the value of the other without assuming the existence of the joint density. This result is applied to a characterization of matrix variate normal distribution.

【 授权许可】

Unknown