Geodesic
A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix
Mathematica Bohemica, Tome 119 (1994) no. 4, pp. 337-346.

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In a multivariate normal distribution, let the inverse of the covariance matrix be a band matrix. The distribution of the sufficient statistic for the covariance matrix is derived for this case. It is a generalization of the Wishart distribution. The distribution may be used for unbiased density estimation and construction of classification rules.
DOI : 10.21136/MB.1994.126118
Classification : 62H05, 62H10
Keywords: band inverse covariance matrix; discriminant analysis; characteristic function; multivariate normal distribution; Wishart distribution; unbiased density estimation; classification rules 
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     title = {A generalization of {Wishart} density for the case when the inverse of the covariance matrix is a band matrix},
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Eben, Kryštof. A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix. Mathematica Bohemica, Tome 119 (1994) no. 4, pp. 337-346. doi : 10.21136/MB.1994.126118. http://geodesic.mathdoc.fr/articles/10.21136/MB.1994.126118/

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