Matrix Variate Distributions

Useful in physics, economics, biometrics, psychology, and other fields of investigation, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributions investigates the range of relevant distributions and systematically presents recent developments in continuous matrix variate distribution theory. It provides an analytical review of the literature, provides problem sets in each chapter, and includes new results that will stimulate further research and help advance the field.