Cholesky decomposition of a hyper inverse Wishart matrix

Abstract

Journal Article Cholesky decomposition of a hyper inverse Wishart matrix Get access A Roverato A Roverato Dipartimento di Economia Politica, University of Modena and Reggio Emilia, Viale J. Berengario n. 51, 41100 Modena, Italy E-mail: [e-mail] Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 87, Issue 1, March 2000, Pages 99–112, https://doi.org/10.1093/biomet/87.1.99 Published: 01 March 2000