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: Taras Bodnar / rank
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Property / author: Yarema Okhrin / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.007 / rank
 
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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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