IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v87y2003i2p413-417.html
   My bibliography  Save this article

The distribution of symmetric matrix quotients

Author

Listed:
  • Gupta, A. K.
  • Kabe, D. G.

Abstract

Phillips (J. Multivariate Anal. 16 (1985) 157) generalizes Cramer's (Mathematical Methods of Statistics, Princeton University Press, Princeton, NJ, 1946) inversion formula for the distribution of a quotient of two scalar random variables to the matrix quotient case. However, he gives the result for the asymmetric matrix quotient case. This note extends Phillips' (1985) result to the symmetric matrix quotient case.

Suggested Citation

  • Gupta, A. K. & Kabe, D. G., 2003. "The distribution of symmetric matrix quotients," Journal of Multivariate Analysis, Elsevier, vol. 87(2), pages 413-417, November.
    • Handle: RePEc:eee:jmvana:v:87:y:2003:i:2:p:413-417
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(03)00046-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Phillips, P. C. B., 1985. "The distribution of matrix quotients," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 157-161, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ando, Tomohiro, 2009. "Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1717-1726, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:87:y:2003:i:2:p:413-417. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.