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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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Int Stat Rev
1. Verfasser: Schwartzman, Armin
Format: Artigo
Sprache:Inglês
Veröffentlicht: 2015
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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