论文信息 - Distribution of the determinant of the sample correlation matrix from a mixture normal model

Distribution of the determinant of the sample correlation matrix from a mixture normal model

In this article, the distribution of the determinant of the sample correlation matrix from a mixture of two multivariate normal distributions has been obtained in terms of Meijer's G-function.

Daya K. Nagar | Arjun K. Gupta | D. K. Nagar

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