1,605 research outputs found

    Singular random matrix decompositions: distributions.

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    Assuming that Y has a singular matrix variate elliptically contoured distribution with respect to the Hausdorff measure, the distributions of several matrices associated to QR, modified QR, SV and Polar decompositions of matrix Y are determined, for central and non-central, non-singular and singular cases, as well as their relationship to the Wishart and Pseudo-Wishart generalized singular and non-singular distributions. We present a particular example for the Karhunen-Lòeve decomposition. Some of these results are also applied to two particular subfamilies of elliptical distributions, the singular matrix variate normal distribution and the singular matrix variate symmetric Pearson type VII distribution

    Singular random matrix decompositions: Jacobians.

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    For 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

    SINGULAR RANDOM MATRIX DECOMPOSITIONS: DISTRIBUTIONS.

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    Assuming that Y has a singular matrix variate elliptically contoured distribution with respect to the Hausdorff measure, the distributions of several matrices associated to QR, modified QR, SV and Polar decompositions of matrix Y are determined, for central and non-central, non-singular and singular cases, as well as their relationship to the Wishart and Pseudo-Wishart generalized singular and non-singular distributions. We present a particular example for the Karhunen-Lòeve decomposition. Some of these results are also applied to two particular subfamilies of elliptical distributions, the singular matrix variate normal distribution and the singular matrix variate symmetric Pearson type VII distribution.

    SINGULAR RANDOM MATRIX DECOMPOSITIONS: JACOBIANS.

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    For 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.

    Reputation and perverse transparency under two concerns.

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    Quite often an expert takes position on an issue where certain actions can be perceived as biased. If the expert has an informational concern and she does not want the listener to perceive her as biased, she has an incentive to avoid the biased action, even if she thinks this is the correct action. This paper shows that when an expert has multiple types and two concerns, an informational concern and a bias concern, the incentive to contradict private relevant information and avoid the biased action can even increase when the listener observes the quality of the expert’s advice. We provide necessary and sufficient conditions for this perverse effect of transparency on consequences to emerge and discuss variations of the model
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