On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension

T. Bodnar, S. Mazur, S. Muhinyuza, N. Parolya

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	37-50
Journal	Theory of Probability and Mathematical Statistics
Volume	99
Publication status	Published - 2018
Externally published	Yes

AMS version together with DOI appears soon

Keywords

@article{d710d5e716654d37840df4b0746e530d,

title = "On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension",

keywords = "Singular Wishart distribution, singular normal distribution, stochastic representation, high-dimensional asymptotics",

author = "T. Bodnar and S. Mazur and S. Muhinyuza and N. Parolya",

note = "AMS version together with DOI appears soon",

year = "2018",

language = "English",

volume = "99",

pages = "37--50",

journal = "Theory of Probability and Mathematical Statistics",

issn = "0094-9000",

publisher = "American Mathematical Society",

}

TY - JOUR

T1 - On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension

AU - Bodnar, T.

AU - Mazur, S.

AU - Muhinyuza, S.

AU - Parolya, N.

N1 - AMS version together with DOI appears soon

PY - 2018

Y1 - 2018

KW - Singular Wishart distribution

KW - singular normal distribution

KW - stochastic representation

KW - high-dimensional asymptotics

M3 - Article

SN - 0094-9000

VL - 99

SP - 37

EP - 50

JO - Theory of Probability and Mathematical Statistics

JF - Theory of Probability and Mathematical Statistics

ER -