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 / Mathematics Subject Classification ID: 62H10 / rank | |||
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Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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Property / Mathematics Subject Classification ID: 60E05 / rank | |||
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Property / Mathematics Subject Classification ID: 62H05 / rank | |||
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Property / zbMATH DE Number: 6244533 / rank | |||
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Wishart distribution | |||
Property / zbMATH Keywords: Wishart distribution / rank | |||
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multivariate normal distribution | |||
Property / zbMATH Keywords: multivariate normal distribution / rank | |||
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stochastic representation | |||
Property / zbMATH Keywords: stochastic representation / rank | |||
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integral approximation | |||
Property / zbMATH Keywords: integral approximation / rank | |||
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Revision as of 14:18, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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English | On the exact and approximate distributions of the product of a Wishart matrix with a normal vector |
scientific article |
Statements
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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