The non-singularity of generalized sample covariance matrices

DOI10.1214/aos/1176342465zbMath0261.62037OpenAlexW1984837326MaRDI QIDQ2560690

Morris L. Eaton, Michael D. Perlman

Publication date: 1973

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342465

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Geometric probability and stochastic geometry (60D05) Vector spaces, linear dependence, rank, lineability (15A03)

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