Li, Hung C. - In: Journal of Multivariate Analysis 8 (1978) 2, pp. 255-261
Let Xj (j = 1,...,n) be i.i.d. random variables, and let Y' = (Y1,...,Ym) and X' = (X1,...,Xn) be independently distributed, and A = (ajk) be an n - n random coefficient matrix with ajk = ajk(Y) for j, K = 1,...,n. Consider the equation U = AX, Kingman and Graybill [Ann. Math. Statist. 41...