Matrix Variate Distributions - Gupta, A K (Bowling Green State University, Bowling Green, Ohio, USA), Nagar, D K

Presents most of the developments in continuous matrix variate distribution theory. This work investigates the range of matrix variate distributions, including: matrix variate normal distribution; Wishart distribution; Matrix variate t-distribution; Matrix variate beta distribution; F-distribution; and, Matrix variate Dirichlet distribution.