Questions tagged [matrix-variate-distribution]
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Fisher Information Matrix of Matrix Variate F Distribution
Let $\mathbf{X}$ follow a matrix variate F distribution with pdf
$$
\begin{align}
f\left(\mathbf{X} | \mathbf{\Sigma}, n, \nu\right) = \frac{\Gamma_p(\frac{n + \nu }{2})}{\Gamma_p(\frac{n}{2})\...
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