AS 53

Algorithm AS 53. Wishart variate generator.

Keywords for this software

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References in zbMATH (referenced in 11 articles )

Showing results 1 to 11 of 11.
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  1. Bazyari, Abouzar: Bootstrap approach to test the homogeneity of order restricted mean vectors when the covariance matrices are unknown (2017)
  2. Ahdida, Abdelkoddousse; Alfonsi, Aurélien: Exact and high-order discretization schemes for Wishart processes and their affine extensions (2013)
  3. Teacy, W. T. Luke; Luck, Michael; Rogers, Alex; Jennings, Nicholas R.: An efficient and versatile approach to trust and reputation using hierarchical Bayesian modelling (2012)
  4. Lu, Nelson; Zimmerman, Dale L.: The likelihood ratio test for a separable covariance matrix (2005)
  5. Krishnamoorthy, K.; Yu, Jianqi: Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem. (2004)
  6. Nobile, Agostino: Comment: Bayesian multinomial probit models with a normalization constraint (2000)
  7. Krishnamoorthy, K.; Pannala, Maruthy K.: Confidence estimation of a normal mean vector with incomplete data (1999)
  8. Jordan, Scott M.; Krishnamoorthy, K.: Confidence regions for the common mean vector of several multivariate normal populations (1995)
  9. Flury, Bernhard W.; Schmid, Martin J.; Narayanan, A.: Error rates in quadratic discrimination with constraints on the covariance matrices (1994)
  10. Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)
  11. Krishnamoorthy, K.; Gupta, A. K.: Improved minimax estimation of a normal precision matrix (1989)