Chapter 21. Random Matrices

  1. George A. F. Seber

Published Online: 8 JUN 2007

DOI: 10.1002/9780470226797.ch21

A Matrix Handbook for Statisticians

A Matrix Handbook for Statisticians

How to Cite

Seber, G. A. F. (2007) Random Matrices, in A Matrix Handbook for Statisticians, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470226797.ch21

Author Information

  1. Department of Statistics University of Auckland, Auckland, New Zealand

Publication History

  1. Published Online: 8 JUN 2007
  2. Published Print: 7 NOV 2007

ISBN Information

Print ISBN: 9780471748694

Online ISBN: 9780470226797

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Keywords:

  • random matrices;
  • random variables;
  • generalized quadratic forms;
  • asymptotic sample theory;
  • wishart distributions

Summary

This chapter contains sections titled:

  • Introduction

  • Generalized Quadratic Forms

  • Random Samples

  • Multivariate Linear Model

  • Dimension Reduction Techniques

  • Procrustes Analysis (Matching Configurations)

  • Some Specific Random Matrices

  • Allocation Problems

  • Matrix-Variate Distributions

  • Matrix Ensembles