The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix (Q2474512): Difference between revisions
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| Property / DOI: 10.1016/j.spl.2007.05.033 / rank | |||
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| Property / DOI: 10.1016/J.SPL.2007.05.033 / rank | |||
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Latest revision as of 20:56, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix |
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The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix (English)
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6 March 2008
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multivariate normal distribution
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singular covariance matrix
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rank
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noncentral Wishart
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positive definite
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