Bodnar, T.; Mazur, Stepan; Okhrin, Y. Distribution of the product of a singular Wishart matrix and a normal vector. (English) Zbl 1331.62266 Theory Probab. Math. Stat. 91, 1-15 (2015) and Teor. Jmovirn. Mat. Stat. 91, 1-14 (2014). MSC: 62H10 60E05 60E10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Theory Probab. Math. Stat. 91, 1--15 (2015; Zbl 1331.62266) Full Text: DOI Link
Bodnar, Taras; Mazur, Stepan; Okhrin, Yarema On the exact and approximate distributions of the product of a Wishart matrix with a normal vector. (English) Zbl 1280.62062 J. Multivariate Anal. 122, 70-81 (2013). MSC: 62H10 65C05 60E05 62H05 PDFBibTeX XMLCite \textit{T. Bodnar} et al., J. Multivariate Anal. 122, 70--81 (2013; Zbl 1280.62062) Full Text: DOI
Bodnar, Taras; Okhrin, Yarema On the product of inverse Wishart and normal distributions with applications to discriminant analysis and portfolio theory. (English) Zbl 1246.62132 Scand. J. Stat. 38, No. 2, 311-331 (2011). MSC: 62H10 62H30 62H15 33C90 62J05 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{Y. Okhrin}, Scand. J. Stat. 38, No. 2, 311--331 (2011; Zbl 1246.62132) Full Text: DOI Link
Bodnar, Taras; Okhrin, Yarema Properties of the singular, inverse and generalized inverse partitioned Wishart distributions. (English) Zbl 1151.62046 J. Multivariate Anal. 99, No. 10, 2389-2405 (2008). MSC: 62H10 62P05 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{Y. Okhrin}, J. Multivariate Anal. 99, No. 10, 2389--2405 (2008; Zbl 1151.62046) Full Text: DOI