A Note on Matrix Variate Normal Distribution

A characterization of the matrix variate normal distribution having identically distributed row vectors based on conditional normality is given.

Year of publication:	1997
Authors:	Nguyen, Truc T.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 60.1997, 1, p. 148-153
Publisher:	Elsevier
Keywords:	characteristic function identically distributed conditional distribution norm of a matrix linear transformation vec notation

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160608