Robb J. Muirhead
Abstract
The prelims comprise: Samples From a Multivariate Normal Distribution and Maximum Likelihood Estimation of the Parameters The Wishart Distribution The Multivariate Beta Distribution
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The prelims comprise: Samples From a Multivariate Normal Distribution and Maximum Likelihood Estimation of the Parameters The Wishart Distribution The Multivariate Beta Distribution
Key concepts: Wishart distribution, Normal-Wishart distribution, Inverse-Wishart distribution, Multivariate statistics, Matrix normal distribution, Matrix t-distribution, Multivariate stable distribution, Multivariate analysis