On the exact and approximate distributions of the product of a Wishart matrix with a normal vector

Taras Bodnar, Stepan Mazur, Yarema Okhrin. On the exact and approximate distributions of the product of a Wishart matrix with a normal vector. J. Multivariate Analysis, 122:70-81, 2013. [doi]

Authors

Taras Bodnar

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Stepan Mazur

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Yarema Okhrin

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