Distribution of the product of a singular Wishart matrix and a normal vector (Q2786936)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Distribution of the product of a singular Wishart matrix and a normal vector |
scientific article |
Statements
Distribution of the product of a singular Wishart matrix and a normal vector (English)
0 references
24 February 2016
0 references
singular Wishart distribution
0 references
multivariate normal distribution
0 references
stochastic representation
0 references
characteristic function
0 references
0 references
0 references
0 references
0 references