Evaluation of matrix-variate gamma and beta integrals as multiple integrals and Koberfractional integral operators in the complex matrix variate case

Evaluation of matrix-variate gamma and beta integrals as multiple integrals and Kober fractional integral operators in the complex matrix variate case

Matrix-Variate Beta Generator - Developments and Application

Matrix-variate beta distributions are applied in different fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. A methodology is proposed to generate matrix-variate beta generator distributions by combining the matrix-variate beta kernel with an unknown function of the trace operator. Several statistical characteristics, exten...

Matrix-variate Beta Distribution

We propose matrix-variate beta type III distribution. Several properties of this distribution including Laplace transform, marginal distribution and its relationship with matrix-variate beta type I and type II distributions are also studied.

Symmetrised Doubly Non Central, Nonsingular Matrix Variate Beta Distribution

In this paper, we determine the symmetrised density of a nonsingular doubly noncentral matrix variate beta type I and II distributions under different definitions.

2-matrix versus complex matrix model, integrals over the unitary group as triangular integrals