GENERATION OF MULTIVARIATE NORMAL SAMPLES WITH GIVEN SAMPLE-MEAN AND COVARIANCE-MATRIX

被引:16
作者
CHENG, RCH
机构
关键词
D O I
10.1080/00949658508810795
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
引用
收藏
页码:39 / 49
页数:11
相关论文
共 50 条
[42]   ROBUST ESTIMATION OF THE MEAN AND COVARIANCE-MATRIX FROM DATA WITH MISSING VALUES [J].
LITTLE, RJA .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 1988, 37 (01) :23-38
[43]   ADAPTIVE CONVERGENCE OF LINEARLY CONSTRAINED BEAMFORMERS BASED ON THE SAMPLE COVARIANCE-MATRIX [J].
VANVEEN, BD .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1991, 39 (06) :1470-1473
[45]   INFERENCE CONCERNING MEAN VECTOR WHEN COVARIANCE-MATRIX IS TOTALLY REDUCIBLE [J].
YOUNG, DL .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (355) :696-699
[46]   ASYMPTOTIC DISTRIBUTIONS OF FUNCTIONS OF A SAMPLE COVARIANCE-MATRIX UNDER THE ELLIPTIC DISTRIBUTION [J].
IWASHITA, T ;
SIOTANI, M .
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1994, 22 (02) :273-283
[48]   COMPUTING THE ASYMPTOTIC COVARIANCE-MATRIX OF A VECTOR OF SAMPLE AUTOCORRELATIONS FOR ARMA PROCESSES [J].
CAVAZOSCADENA, R .
APPLIED MATHEMATICS AND COMPUTATION, 1994, 64 (2-3) :121-137
[49]   Multivariate Two-Sided Tests for Normal Mean Vectors with Unknown Covariance Matrix [J].
Imada, T. .
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2013, 42 (01) :183-201
[50]   ESTIMATION OF THE COVARIANCE-MATRIX FOR DEPENDENT SIGNAL SAMPLES - POLARIZATION DIVERSITY SYSTEMS [J].
MONAKOV, AA .
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 1994, 30 (02) :484-492