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Singular random matrix decompositions: Jacobians.

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorDíaz García, José A.es
dc.contributor.authorGonzález Farías, Gracielaes
dc.date.accessioned2006-11-09T10:45:26Z
dc.date.available2006-11-09T10:45:26Z
dc.date.issued2002-09es
dc.description.abstractFor a singular random matrix Y, we find the Jacobians associated with the following decompositions; QR, Polar, Singular Value (SVD), L'U, L'DM and modified QR (QDR). Similarly, we find the Jacobinas of the following decompositions: Spectral, Cholesky's, L'DL and symmetric non-negative definite square root, of the cross-product matrix S = Y'Y.es
dc.format.extent963842 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.repecws024110
dc.identifier.urihttps://hdl.handle.net/10016/184
dc.language.isoenges
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometricses
dc.relation.ispartofseries2002-10es
dc.rights.accessRightsopen access
dc.subject.ecienciaEstadística
dc.titleSingular random matrix decompositions: Jacobians.es
dc.typeworking paper*
dspace.entity.typePublication
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