On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension (Q5218372)
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scientific article; zbMATH DE number 7176630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension |
scientific article; zbMATH DE number 7176630 |
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On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension (English)
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3 March 2020
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singular Wishart distribution
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singular normal distribution
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stochastic representation
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high-dimensional asymptotics
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