A thesis submitted to the Faculty of Science, School of Statistics and Actuarial Science, University of the Witwatersrand, Johannesburg, in fulfilment of the requirements for the degree of Doctor of Philosophy. Johannesburg, January 25, 2017. / The classical Wishart distribution, was first derived byWishart (1928) as the distribution
of the maximum likelihood estimator of the covariance matrix of the multivariate normal
distribution. It is a matrix variate generalization of the gamma distribution. In high dimensional
settings,Wishart distributions defined within the framework of graphical models are
of particular importance. [No abstract provided. Information taken from introduction] / MT2017
| Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:wits/oai:wiredspace.wits.ac.za:10539/22737 |
| Date | January 2017 |
| Creators | Mamane, Salha |
| Source Sets | South African National ETD Portal |
| Language | English |
| Detected Language | English |
| Type | Thesis |
| Format | Online resource (xii, 115 leaves), application/pdf, application/pdf, application/pdf |
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