CAS Seminar

Daniel Cazacu

(Jacobs University)

"The Wishart distribution"


Date: Tue, November 4, 2014
Time: 9:45
Place: Research I Seminar Room

Abstract: Starting from the Chi-Squared and Normal distributions, I will give an introduction into the Wishart distribution. I will then move on to motivate uses in covariance matrix estimations, and if time permits (otherwise to be continued in a follow-up talk), I will introduce the inverse Wishart distribution as well.