The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix (Q2474512)
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scientific article; zbMATH DE number 5243737
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| English | The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix |
scientific article; zbMATH DE number 5243737 |
Statements
The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix (English)
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6 March 2008
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multivariate normal distribution
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singular covariance matrix
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rank
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noncentral Wishart
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positive definite
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0.7746110558509827
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0.7665836215019226
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0.7582184076309204
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0.7514689564704895
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0.7489136457443237
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