Lee M. Garth
- Distribution and characteristic functions for correlated complex Wishart matrices
2007/01/27 by Peter J. Smith, Lee M. Garth, L.M. Garth · 2 citations
Computer Science · Mathematics · #Advanced Statistical Methods and Models #Applied mathematics #Bayesian Methods and Mixture Models #Combinatorics #Complex normal distribution #Covariance #Covariance matrix #Distribution (mathematics) #Eigenvalues and eigenvectors #Estimation of covariance matrices #Function (biology) #Gaussian #Gaussian process #Inverse-Wishart distribution #Mathematical analysis #Mathematics #Matrix (chemical analysis) #Matrix t-distribution #Multivariate statistics #Random Matrices and Applications #Scatter matrix #Statistics #Wishart distribution