2008•Journal of Multivariate AnalysisOpen access

Properties of the singular, inverse and generalized inverse partitioned Wishart distributions

Taras Bodnar, Yarema Okhrin

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Key concepts: Wishart distribution, Inverse-Wishart distribution, Mathematics, Inverse, Generalized inverse, Distribution (mathematics), Multivariate statistics, Matrix normal distribution

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Properties of the singular, inverse and generalized inverse partitioned Wishart distributions — Research Paper | ScholarLens