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Transactions of the American Mathematical Society

Published by the American Mathematical Society, the Transactions of the American Mathematical Society (TRAN) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

ISSN 1088-6850 (online) ISSN 0002-9947 (print)

The 2020 MCQ for Transactions of the American Mathematical Society is 1.43.

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Matrix variate $\theta$-generalized normal distribution
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by A. K. Gupta and T. Varga PDF
Trans. Amer. Math. Soc. 347 (1995), 1429-1437 Request permission

Abstract:

In this paper, the matrix variate $\theta$-generalized normal distribution is introduced. Then its properties are studied. In particular, it is proved that this distribution has maximal entropy in a certain class of distributions.
References
    R. Goodman and S. Kotz, Multivariate $\theta$-generalized normal distributions, J. Multivariate Anal. 3 (1973), 204-219. K. Gupta and T. Varga, Characterization of matrix variate normal distributions, J. Multivariate Anal. 41 (1992), 80-88. —, Elliptically contoured models in statistics, Kluwer Academic, Dordrecht, 1993. J. Muirhead, Aspects of multivariate statistical theory, Wiley, New York, 1982.
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Additional Information
  • © Copyright 1995 American Mathematical Society
  • Journal: Trans. Amer. Math. Soc. 347 (1995), 1429-1437
  • MSC: Primary 62H10; Secondary 60E05, 62E15
  • DOI: https://doi.org/10.1090/S0002-9947-1995-1277112-9
  • MathSciNet review: 1277112