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 / cites work: Establishing the Positive Definiteness of the Sample Covariance Matrix / rank | |||
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| Property / cites work: Q3713374 / rank | |||
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| Property / cites work: When Does Rank(<i>A</i>+<i>B</i>)=Rank(<i>A</i>)+Rank(<i>B</i>)? / rank | |||
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| Property / cites work: Singular Wishart and multivariate beta distributions / rank | |||
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| Property / cites work: On singular Wishart and singular multivariate beta distributions / rank | |||
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Revision as of 17:29, 27 June 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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