Extendibility of spherical matrix distributions

We investigate the structure of distributions for matrices which can be embedded in arbitrarily large matrices whose distributions have properties of invariance under orthogonal rotations.

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Year of publication:	1978
Authors:	Dawid, A. P.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 8.1978, 4, p. 559-566
Publisher:	Elsevier
Keywords:	Spherical rotatable extendibility presentability random matrix normal distribution exchangeability

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

Persistent link: https://www.econbiz.de/10005160601