Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms (Q846309)
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English | Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms |
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Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms (English)
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9 February 2010
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matrix quadratic form
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Laplacian distribution
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Wishart distribution
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Jordan algebras
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multivariate normal matrix
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Cochran theorem
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