Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
نویسندگان
چکیده
منابع مشابه
Simulation of Hyper-Inverse Wishart Distributions in Graphical Models
By CARLOS M. CARVALHO Institute of Statistics and Decision Sciences, Duke University, Durham, North Carolina 27708-0251, U.S.A. [email protected] HÉLÉNE MASSAM Department of Mathematics & Statistics, York University, Toronto M3J1P3, Canada. [email protected] and MIKE WEST Institute of Statistics and Decision Sciences, Duke University, Durham, North Carolina 27708-0251, U.S.A. mw@stat...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2008
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2008.02.024