Jacobians of certain transformations of singular matrices

• Autorzy: José A. Díaz-García , Ramón Gutiérrez-Jáimez
• Języki publikacji: EN

Abstrakty

EN

In this study various Jacobians of transformations of singular random matrices are found. An alternative proof of Uhlig's first conjecture (Uhlig (1994)) is proposed. Furthermore, we propose various extensions of this conjecture under different singularities. Finally, an application of the theory of singular distributions is discussed.

Kategorie tematyczne

• 62E15: Exact distribution theory
• 62H99: None of the above, but in this section
• 15A09: Matrix inversion, generalized inverses

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2009
• Tom: 36
• Numer: 2
• Strony: 241-249

Daty

wydano

2009

Twórcy

autor

José A. Díaz-García

• Department of Statistics and Computation, Universidad Autónoma Agraria Antonio Narro, Buenavista, 25315 Saltillo, Coahuila, México

autor

Ramón Gutiérrez-Jáimez

• Department of Statistics and O.R., University of Granada, 18071 Granada, Spain

Identyfikatory

DOI

10.4064/am36-2-10