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Algorithm AS 53: Wishart Variate Generator

W. B. Smith and R. R. Hocking
Journal of the Royal Statistical Society. Series C (Applied Statistics)
Vol. 21, No. 3 (1972), pp. 341-345
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2346290
Stable URL: http://www.jstor.org/stable/2346290
Page Count: 5
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Algorithm AS 53: Wishart Variate Generator
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