The generalised product moment distribution in samples from a normal multivariate population.
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Cited in
(10)- The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility
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- An extension of the non-central Wishart distribution with integer shape vector
- The dynamics of representation learning in shallow, non-linear autoencoders
- Sampling without replacement from a high-dimensional finite population
- Relations between generalised Wishart matrices, the Muttalib-Borodin model and matrix spherical functions
- Looking back: selected contributions by C. R. Rao to multivariate analysis
- Spectrum of high-dimensional sample covariance and related matrices: a selective review
- Limit behavior in high-dimensional regime for Wishart tensors with Rosenblatt entries
- MLE for the parameters of bivariate interval-valued model
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