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Multiplying a Gaussian matrix by a Gaussian vector - MaRDI portal

Multiplying a Gaussian matrix by a Gaussian vector (Q2407493)

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Multiplying a Gaussian matrix by a Gaussian vector
scientific article

    Statements

    title
    Multiplying a Gaussian matrix by a Gaussian vector (English)
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    publication date
    6 October 2017
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    zbMATH Keywords
    gamma distribution
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    Laplace distribution
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    product distribution
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    random matrix
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    scale mixture
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    variance-gamma distribution
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    describes a project that uses
    ghyp
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    GSPPCA
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    Identifiers

    Mathematics Subject Classification ID
    62E10
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    62E15
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    62H10
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    zbMATH DE Number
    6786893
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    OpenAlex ID
    W2606095641
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    arXiv ID
    1702.02815
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