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

Justyna Wróblewska

Central European Journal of Economic Modelling and Econometrics2025https://doi.org/10.24425/cejeme.2025.156674article
ABDC C
Weight
0.36

What the paper says

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.

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https://doi.org/https://doi.org/10.24425/cejeme.2025.156674

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@article{justyna2025,
  title        = {{A Note on Some Extensions of the Matrix Angular Central Gaussian Distribution}},
  author       = {Justyna Wróblewska},
  journal      = {Central European Journal of Economic Modelling and Econometrics},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.24425/cejeme.2025.156674},
}

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

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Evidence weight

0.36

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.16 × 0.4 = 0.06
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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