On the exact and approximate distributions of the product of a Wishart matrix with a normal vector
Year of publication: |
2013
|
---|---|
Authors: | Bodnar, Taras ; Mazur, Stepan ; Okhrin, Yarema |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 122.2013, C, p. 70-81
|
Publisher: |
Elsevier |
Subject: | Wishart distribution | Multivariate normal distribution | Stochastic representation | Integral approximation |
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