Kabluchko, Zakhar; Prochno, Joscha Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions. (English. French summary) Zbl 1546.60053 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 990-1024 (2024). MSC: 60F10 60B20 52A22 46B06 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof Singular inverse Wishart distribution and its application to portfolio theory. (English) Zbl 1328.62313 J. Multivariate Anal. 143, 314-326 (2016). MSC: 62H10 62H12 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Bodnar, T.; Mazur, Stepan; Okhrin, Y. Distribution of the product of a singular Wishart matrix and a normal vector. (English) Zbl 1331.62266 Theory Probab. Math. Stat. 91, 1-15 (2015) and Teor. Jmovirn. Mat. Stat. 91, 1-14 (2014). MSC: 62H10 60E05 60E10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Szkutnik, Zbigniew On the Durbin-Wagle randomization device and some of its applications. (English) Zbl 1244.62015 J. Multivariate Anal. 109, 103-108 (2012). MSC: 62E20 62G10 62H15 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Bekker, A.; Roux, J. J. J.; Arashi, M. Wishart ratios with dependent structure: New members of the bimatrix beta type IV. (English) Zbl 1221.62081 Linear Algebra Appl. 435, No. 12, 3243-3260 (2011). MSC: 62H10 62H05 33C90 × Cite Format Result Cite Review PDF Full Text: DOI
Bodnar, Taras; Okhrin, Yarema Properties of the singular, inverse and generalized inverse partitioned Wishart distributions. (English) Zbl 1151.62046 J. Multivariate Anal. 99, No. 10, 2389-2405 (2008). MSC: 62H10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Bandekar, Rajesh R.; Nagar, Daya K. Matrix variate Cauchy distribution. (English) Zbl 1032.62047 Statistics 37, No. 6, 537-550 (2003). MSC: 62H05 15B52 × Cite Format Result Cite Review PDF Full Text: DOI
Fang, Biqi On singular matrix variate beta distribution. (English) Zbl 0927.62051 Acta Math. Appl. Sin., Engl. Ser. 15, No. 2, 220-224 (1999). MSC: 62H05 62H10 60E99 × Cite Format Result Cite Review PDF Full Text: DOI
Mardia, K. V.; Kanazawa, M. The null distribution of multivariate kurtosis. (English) Zbl 0521.62043 Commun. Stat., Simulation Comput. 12, 569-576 (1983). MSC: 62H10 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Pillai, K. C. S. Distributions of characteristic roots in multivariate analysis. part II. Non-null distributions. (English) Zbl 0378.62056 Can. J. Stat. 5, 1-62 (1977). MSC: 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Broffitt, James D.; Williams, J. S. Minimum variance estimators for misclassification probabilities in discriminant analysis. (English) Zbl 0267.62028 J. multivariate Analysis 3, 311-327 (1973). MSC: 62F10 62H30 × Cite Format Result Cite Review PDF Full Text: DOI