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A note on the variance of the square components of a normal multivariate within a Euclidean ball - MaRDI portal

A note on the variance of the square components of a normal multivariate within a Euclidean ball (Q391900)

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scientific article; zbMATH DE number 6244552
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A note on the variance of the square components of a normal multivariate within a Euclidean ball
scientific article; zbMATH DE number 6244552

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    A note on the variance of the square components of a normal multivariate within a Euclidean ball (English)
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    13 January 2014
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    distributional truncation
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    covariance matrix reconstruction
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    fixed point iteration
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