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Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density.
K. D. Prathapasinghe Dharmawansa
Matthew R. McKay
Published in:
J. Multivar. Anal. (2009)
Keyphrases
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chi squared
probability distribution
computer vision
support vector machine
dimensionality reduction
optimization algorithm
covariance matrix
singular value decomposition
density function
probability density
laplace transform