A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix (Q4321830)
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scientific article; zbMATH DE number 719427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix |
scientific article; zbMATH DE number 719427 |
Statements
6 February 1995
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band inverse covariance matrix
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discriminant analysis
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characteristic function
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multivariate normal distribution
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Wishart distribution
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unbiased density estimation
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classification rules
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A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix (English)
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