Techniques of Multivariate Calculation |
Contents
Introduction and brief survey | 1 |
Chapter | 8 |
Section 11 | 11 |
Copyright | |
16 other sections not shown
Other editions - View all
Common terms and phrases
algebra B₁ bi-symmetric Borel measure Borel subsets canonical change of variable Chapter coefficient compact set compact subset complex numbers compute correlation countable covariance matrix decomposition diagonal entries diagonal matrix differential forms discussed eigenvalues elements equations Example exists factors follows Fourier transform GL(k GL(n H₁ H₂ Haar measure hence Hint independently distributed induced integral invariant Haar measure invariant measure inverse James Laplace transform Lebesgue measure Lemma linear locally compact Math maximal invariant Mellin transform multivariate normal nonsingular nonzero normal density function notation obtain open set orthogonal parameter partition permutation probability density function Problem Proof random variables rank real numbers row space satisfies Section Show Statist Stiefel manifold Suppose symmetric matrix Theorem theory tion topology uniquely determined variance vector Wishart density X₁ zonal polynomials Λ Λ χχ