A note on the variance of the square components of a normal multivariate within a Euclidean ball (Q391900)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the variance of the square components of a normal multivariate within a Euclidean ball |
scientific article |
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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