Pages that link to "Item:Q1326622"
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The following pages link to A characterization of matrix variate normal distribution (Q1326622):
Displaying 15 items.
- Restricted estimation in multivariate measurement error regression model (Q618150) (← links)
- Some characterizations of the bivariate normal distribution (Q1086930) (← links)
- Characterization of the multivariate normal distribution by conditional normal distributions (Q1181141) (← links)
- Characterization of matrix variate normal distributions (Q1186774) (← links)
- A conditional characterization of the multivariate normal distribution (Q1324552) (← links)
- Matrix generalization of distributions related to the normal law (Q1947756) (← links)
- A characterization theorem for matrix variances (Q2936876) (← links)
- The variance matrix of a matrix quadratic form %81¡ under normality assumptions (Q3198720) (← links)
- A characterization of bimatrix variate distributions with special cases (Q3793540) (← links)
- The mle algorithm for the matrix normal distribution (Q4513011) (← links)
- Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II (Q4606442) (← links)
- (Q4716010) (← links)
- Matrix Variate θ-Generalized Normal Distribution (Q4846124) (← links)
- ON THE INDEPENDENCE OF THE SAMPLE MEAN AND TRANSLATION‐INVARIANT STATISTICS FOR MATRIX NORMAL DISTRIBUTIONS (Q4851449) (← links)
- A note on joint mix random vectors (Q5077244) (← links)