Application of matrix partitioning method to covariance matrix

DOI10.12084/J.ISSN.2096-3289.2021.01.006MaRDI QIDQ3381543zbMATH OpenFDO

Authors Yan Feng, Shan Song, Ziming Zhang, Changqing Xu

Publication date 29 September 2021

Full work available at URL https://doi.org/10.12084/J.ISSN.2096-3289.2021.01.006

zbMATH Keywords

conditional normal distributioncovariance matrixmatrix partitioningnormal distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

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