A characterization of matrix variate normal distribution.
Dinh, Khoan T., Nguyen, Truc T. (1994)
International Journal of Mathematics and Mathematical Sciences
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Displaying similar documents to “The conditional distribution of random errors for given observed values with application to factor analysis”
A characterization of matrix variate normal distribution.
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Lubomír Kubáček (1970)
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Regression model with estimated covariance matrix
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Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model
Wiktor Oktaba (1995)
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The following three results for the general multivariate Gauss-Markoff model with a singular covariance matrix are given or indicated. determinant ratios as products of independent chi-square distributions, moments for the determinants and the method of obtaining approximate densities of the determinants.
A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix
Kryštof Eben (1994)
Mathematica Bohemica
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In a multivariate normal distribution, let the inverse of the covariance matrix be a band matrix. The distribution of the sufficient statistic for the covariance matrix is derived for this case. It is a generalization of the Wishart distribution. The distribution may be used for unbiased density estimation and construction of classification rules.