An Extension of Plackett’s Differential Equation for the Multivariate Normal Density (Q3799506)

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An Extension of Plackett’s Differential Equation for the Multivariate Normal Density
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    An Extension of Plackett’s Differential Equation for the Multivariate Normal Density (English)
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    1987
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    nonsingular matrix
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    positive definite matrix
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    multivariate normal density
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    Gaussian process
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    partial differential equation
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