The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix (Q2474512): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spl.2007.05.033 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2127227112 / rank | |||
Normal rank | |||
Revision as of 23:13, 19 March 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 |
scientific article |
Statements
The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix (English)
0 references
6 March 2008
0 references
multivariate normal distribution
0 references
singular covariance matrix
0 references
rank
0 references
noncentral Wishart
0 references
positive definite
0 references
