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  • Search: subject:"singular normal distribution"
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Year of publication
Subject
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singular normal distribution 2 generalized Wald's method 1 generalized inverses 1 high-dimensional asymptotics 1 multivariate analysis 1 singular Wishart distribution 1 stochastic representation 1 two-inverses 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 1 Undetermined 1
Author
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Bodnar, Taras 1 Duchesne, Pierre 1 Francq, Christian 1 Mazur, Stepan 1 Muhinyuza, Stanislas 1 Parolya, Nestor 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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MPRA Paper 1 Working Paper 1
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions
Bodnar, Taras; Mazur, Stepan; Muhinyuza, Stanislas; … - 2017
In this paper we consider the product of a singular Wishart random matrix and a singular normal random vector. A very useful stochastic representation is derived for this product, in using which the characteristic function of the product and its asymptotic distribution under the double...
Persistent link: https://www.econbiz.de/10012654425
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Cover Image
On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses
Duchesne, Pierre; Francq, Christian - Volkswirtschaftliche Fakultät, … - 2010
Generalized Wald's method constructs testing procedures having chi-squared limiting distributions from test statistics having singular normal limiting distributions by use of generalized inverses. In this article, the use of two-inverses for that problem is investigated, in order to propose new...
Persistent link: https://www.econbiz.de/10008476373
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