Work

A Note on Some Extensions of the Matrix Angular Central Gaussian Distribution

Year: 2025

Type: article

Abstract: In this paper, we extend the concept of a matrix angular central Gaussian (MACG) distribution to the complex domain. First, we consider a normally distributed random complex matrix and demonstrate that its orientation exhibits a complex MACG (CMACG) distribution. We then discuss the distribution of the orientation of the linear transformation of the random matrix, the orientation of which has a CMACG distribution. Finally, we examine the family of distributions that leads to the CMACG distribution.

Source: Central European Journal of Economic Modelling and Econometrics

DOI: 10.24425/cejeme.2025.156674

Author: Justyna Wróblewska

Institutions: Krakow University of Economics, Akademickie Centrum Komputerowe Cyfronet AGH

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W3092359895

FWCI:

Cites: 12

Cited by: 1

Related to: 20