Díaz-García, José A.; Jáimez, Ramón Gutierrez; … - In: Journal of Multivariate Analysis 63 (1997) 1, pp. 73-87
Suppose thatX~N-m([mu], [Sigma], [Theta]). An expression for the density function is given when[Sigma][greater-or-equal, slanted]0 and/or[Theta]:[greater-or-equal, slanted]0. An extension of Uhlig's result (Uhlig [17]) is expanded for the singular value decomposition of a matrixZof...