1
$\begingroup$

Is there any particular book/online notes that I can use to better understand the multivariate normal distribution? I could also do with a bunch of questions and solutions.

$\endgroup$
1
$\begingroup$

There is the book
Tong, Y. L. (1990). The multivariate normal distribution.(Springer)

I also consider useful the paper

Hamedani, G. G. (1992). Bivariate and multivariate normal characterizations: a brief survey. Communications in Statistics-Theory and Methods, 21(9), 2665-2688.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.