Distribution of the product of a singular Wishart matrix and a normal vector (Q2786936)
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scientific article; zbMATH DE number 6545088
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the product of a singular Wishart matrix and a normal vector |
scientific article; zbMATH DE number 6545088 |
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Distribution of the product of a singular Wishart matrix and a normal vector (English)
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24 February 2016
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singular Wishart distribution
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multivariate normal distribution
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stochastic representation
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characteristic function
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0.9776824
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0.95423365
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0.9198026
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0.9186431
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0.91587126
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0.9157916
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0.9078927
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0.90440404
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