A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix

DOI10.21136/MB.1994.126118zbMath0809.62044OpenAlexW3048329156MaRDI QIDQ4321830

Kryštof Eben

Publication date: 6 February 1995

Full work available at URL: https://eudml.org/doc/29272

zbMATH Keywords

discriminant analysischaracteristic functionWishart distributionclassification rulesmultivariate normal distributionband inverse covariance matrixunbiased density estimation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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