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.
1 citation
Evidence weight
0.36
Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40
| F · citation impact | 0.16 × 0.4 = 0.06 |
| M · momentum | 0.50 × 0.15 = 0.07 |
| V · venue signal | 0.50 × 0.05 = 0.03 |
| R · text relevance † | 0.50 × 0.4 = 0.20 |
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