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Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices
This article gives a formal definition of a lognormal family of probability distributions on the set of symmetric positive definite (SPD) matrices, seen as a matrix-variate extension of the univariate lognormal family of distributions. Two forms of this distribution are obtained as the large sample...
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| Veröffentlicht in: | Int Stat Rev |
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| 1. Verfasser: | |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
2015
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| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5222531/ https://ncbi.nlm.nih.gov/pubmed/28082762 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/insr.12113 |
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