Construction, properties and statistical applications of positive definite intraclass matrix

DOI10.1080/03081087.2010.531015zbMATH Open1223.15041OpenAlexW1971122024MaRDI QIDQ3090734FDOQ3090734

Saran Ishika Maiti

Publication date: 1 September 2011

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03081087.2010.531015

zbMATH Keywords

normpositive definite matrixdeterminanteigenvaluetraceill-conditioned matrixspectral condition numberintraclass matrix

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Eigenvalues, singular values, and eigenvectors (15A18) Positive matrices and their generalizations; cones of matrices (15B48) Determinants, permanents, traces, other special matrix functions (15A15) Conditioning of matrices (15A12) Miscellaneous inequalities involving matrices (15A45) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Cites Work

• Introduction to Time Series and Forecasting
• Coefficient alpha and the internal structure of tests
• The non-singularity of generalized sample covariance matrices
• Lower bounds for the spread of a matrix
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• Tests for correlation matrices
• Explicit maximum likelihood estimators for certain patterned covariance matrices
• TECHNIQUES OF COVARIANCE STRUCTURAL ANALYSIS1
• LIKELIHOOD RATIO TESTS OF STATISTICAL HYPOTHESES ASSOCIATED WITH PATTERNED COVARIANCE MATRICES IN PSYCHOLOGY
• Multivariate Analysis of Variance for a Special Covariance Case

Uses Software

• itsmr

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