准对角矩阵F分布在左球准对角矩阵分布中的推广

Generalization of Elliptically Contoured Quasi-diagonal Matrix F-Distribution in the Left-spherically Quasi-diagonal Matrix Distribution Family

将准对角矩阵F分布的定义推广到左球准对角矩阵分布中,给出了推广的准对角矩阵F分布变量的矩量表达、特征根分布及其关于对角非奇异矩阵变换的不变性.

In this paper, we extend the definition of elliptically contoured quasi-diagonal matrix F to the left-spherically quasi-diagonal matrix distribution family, and obtain its moment and the distribution of characteristic roots,then we discuss the invariant of elliptically contoured quasi-diagonal matrix F defini- tion under diagonal nonsingular matrix transformations.