Cholesky decomposition of a hyper inverse Wishart matrix
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Publication:4949543
DOI10.1093/biomet/87.1.99zbMath0974.62047OpenAlexW2033120023MaRDI QIDQ4949543
Publication date: 16 December 2001
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/87.1.99
Cholesky decompositiondecomposable graphconjugate distributioncovariance selection modelhyper-Markov distributionstrong hyper-Markov property
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of graph theory (05C90) Random matrices (algebraic aspects) (15B52)
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