Wishart-Laplace distributions associated with matrix quadratic forms
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Publication:962212
DOI10.1016/j.jmva.2009.12.013zbMath1185.62097OpenAlexW2067402596MaRDI QIDQ962212
Publication date: 6 April 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.12.013
Jordan algebrasWishart distributionCochran theoremLaplacian distributionmatrix quadratic formmultivariate normal matrix
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cites Work
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