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Diagonal dominance conjecture for squared components of a truncated normal vector
Let $X\sim\mathcal{N}_{v}(0,\Lambda)$ , where $\Lambda=\operatorname{diag}(\lambda)$ , and let … be the Euclidean ball of radius $\rho$ . Consider the covariance matrix of the vector…
openFrom paperscovariance-matrices multivariate-normal-distributions probability
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Diagonal dominance conjecture for squared components of a truncated normal vector