Distribution of matrix quadratic forms under skew-normal settings.

Ren-Dao Ye Tonghui Wang Arjun K. Gupta

Published in: J. Multivar. Anal. (2014)

Keyphrases

symmetric matrix
pairwise
laplace transform
data distribution
spatial distribution
uniformly distributed
singular values
semidefinite
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hidden markov models
covariance matrix
low rank