Liu, Chuanhai - In: Statistics & Probability Letters 42 (1999) 2, pp. 127-130
Suppose that a n-dimensional (random) vector is partitioned into m sets of components as X=(X1,...,Xm), where the dimension of Xi is ni, i.e., dim(Xi)=ni, for i=1,...,m and [summation operator]i=1mni=n, with m Gaussian conditionalswhere X-i=(X1,...,Xi-1,Xi+1,...,Xm), dim(A'i,j)=(ni,nj),...
