The 70th anniversary of the distribution of random matrices: A survey

Linear Algebra and Its Applications

Volumn 354, Issue 1-3, 2002, Pages 231-243

  Olkin, Ingram ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

LINEAR ALGEBRA; MATHEMATICAL TECHNIQUES;

DISTRIBUTION THEORY; MATRIX FACTORIZATIONS; MULTIVARIATE NORMAL; RANDOM MATRICES; SAMPLE COVARIANCE MATRIX; UNDERLYING DISTRIBUTION; UNIVARIATE; WISHART DISTRIBUTION;

COVARIANCE MATRIX;

EID: 84983296191     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(01)00314-7     Document Type: Article

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