Wishart-Laplace distributions associated with matrix quadratic forms (Q962212)

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Wishart-Laplace distributions associated with matrix quadratic forms
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    Wishart-Laplace distributions associated with matrix quadratic forms (English)
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    6 April 2010
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    matrix quadratic form
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    Laplacian distribution
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    Wishart distribution
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    Jordan algebras
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    multivariate normal matrix
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    Cochran theorem
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