A note about measures and Jacobians of singular random matrices

José A. Díaz-García

Journal of Multivariate Analysis, 2007, vol. 98, issue 5, 960-969

Abstract: This paper explains the differences between the densities and the Jacobians of the transforms of the same singular random matrices treated by several authors. Some comments on the results proposed by Srivastava [Singular Wishart and multivariate beta distributions, Ann. Statist. 31 (2003) 1537-1560] are presented. Definitions about a measure with respect to which a singular random matrix possesses a density are proposed. Finally two Jacobians of certain transforms under any of those measures are found.

Keywords: Singular; random; matrices; Jacobian; of; transformation; Hausdorff; measure; Lebesgue; measure; Matrix-variate; normal; singular; distribution (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)

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