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Some conditional expectation identities for the multivariate normal.

Christopher S. WithersSaralees Nadarajah
Published in: J. Multivar. Anal. (2010)
Keyphrases
  • conditional expectation
  • multivariate normal
  • covariance matrix
  • covariance matrices
  • weighted least squares
  • decision theory
  • least squares
  • cooperative
  • estimation error
  • generalization error
  • sample size