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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Dinh, Khoan T., Nguyen, Truc T. (1994)
International Journal of Mathematics and Mathematical Sciences
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Lubomír Kubáček (1970)
Aplikace matematiky
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Lubomír Kubáček (1983)
Mathematica Slovaca
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Wiktor Oktaba (1995)
Applications of Mathematics
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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.