A note on the variance of the square components of a normal multivariate within a Euclidean ball (Q391900)
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scientific article; zbMATH DE number 6244552
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| default for all languages | No label defined |
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| English | A note on the variance of the square components of a normal multivariate within a Euclidean ball |
scientific article; zbMATH DE number 6244552 |
Statements
A note on the variance of the square components of a normal multivariate within a Euclidean ball (English)
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13 January 2014
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distributional truncation
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covariance matrix reconstruction
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fixed point iteration
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0.8365409970283508
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0.7663750052452087
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0.7194822430610657
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0.6721471548080444
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0.670646607875824
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