Wishart-Laplace distributions associated with matrix quadratic forms
type: Item
instance of: scholarly article
title: Wishart-Laplace distributions associated with matrix quadratic forms
zbMATH Open document ID: 1185.62097
author: Joe Masaro
author: Chi Song Wong
published in: Journal of Multivariate Analysis
publication date: 2010-04-06T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 5689517
zbMATH Keywords: matrix quadratic form
zbMATH Keywords: Laplacian distribution
zbMATH Keywords: Wishart distribution
zbMATH Keywords: Jordan algebras
zbMATH Keywords: multivariate normal matrix
zbMATH Keywords: Cochran theorem
MaRDI profile type: Publication
full work available at URL: j.jmva.2009.12.013
OpenAlex ID: W2067402596
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DOI: 10.1016/J.JMVA.2009.12.013
description: scientific article; zbMATH DE number 5689517