Approximating by the Wishart distribution (Q1915256)
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scientific article; zbMATH DE number 889591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating by the Wishart distribution |
scientific article; zbMATH DE number 889591 |
Statements
Approximating by the Wishart distribution (English)
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21 August 1996
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density approximation
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Edgeworth expansion
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multivariate cumulants
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matrix derivatives
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powers of Kronecker products
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Taylor expansions
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functions with matrix arguments
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Wishart distribution
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sample covariance matrix
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non-central Wishart distribution
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0.9139478
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0.89652526
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0.8930863
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