Algorithm AS 53. Wishart variate generator.
Keywords for this software
References in zbMATH (referenced in 11 articles )
Showing results 1 to 11 of 11.
- Bazyari, Abouzar: Bootstrap approach to test the homogeneity of order restricted mean vectors when the covariance matrices are unknown (2017)
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- Krishnamoorthy, K.; Yu, Jianqi: Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem. (2004)
- Nobile, Agostino: Comment: Bayesian multinomial probit models with a normalization constraint (2000)
- Krishnamoorthy, K.; Pannala, Maruthy K.: Confidence estimation of a normal mean vector with incomplete data (1999)
- Jordan, Scott M.; Krishnamoorthy, K.: Confidence regions for the common mean vector of several multivariate normal populations (1995)
- Flury, Bernhard W.; Schmid, Martin J.; Narayanan, A.: Error rates in quadratic discrimination with constraints on the covariance matrices (1994)
- Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)
- Krishnamoorthy, K.; Gupta, A. K.: Improved minimax estimation of a normal precision matrix (1989)