On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (Q391862): Difference between revisions

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Property / author
 
Property / author: Taras Bodnar / rank
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Property / author
 
Property / author: Yarema Okhrin / rank
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Property / author
 
Property / author: Taras Bodnar / rank
 
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Property / author
 
Property / author: Yarema Okhrin / rank
 
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Property / Mathematics Subject Classification ID: 62H10 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65C05 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60E05 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62H05 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6244533 / rank
 
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Property / zbMATH Keywords
 
Wishart distribution
Property / zbMATH Keywords: Wishart distribution / rank
 
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Property / zbMATH Keywords
 
multivariate normal distribution
Property / zbMATH Keywords: multivariate normal distribution / rank
 
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Property / zbMATH Keywords
 
stochastic representation
Property / zbMATH Keywords: stochastic representation / rank
 
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Property / zbMATH Keywords
 
integral approximation
Property / zbMATH Keywords: integral approximation / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.007 / rank
 
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Property / OpenAlex ID: W2096846854 / rank
 
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Property / cites work
 
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Latest revision as of 04:57, 7 July 2024

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On the exact and approximate distributions of the product of a Wishart matrix with a normal vector
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    On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (English)
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    13 January 2014
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    Wishart distribution
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    multivariate normal distribution
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    stochastic representation
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    integral approximation
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