On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension (Q5218372): Difference between revisions

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Latest revision as of 23:47, 21 July 2024

scientific article; zbMATH DE number 7176630
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English
On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension
scientific article; zbMATH DE number 7176630

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    On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension (English)
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    3 March 2020
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    singular Wishart distribution
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    singular normal distribution
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    stochastic representation
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    high-dimensional asymptotics
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