On upper bounds for the characteristic values of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions

DOI10.1007/BF02924685zbMATH Open0716.62050OpenAlexW1991667387MaRDI QIDQ3203864FDOQ3203864

Authors: Stefan Huschens 

Publication date: 1990

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02924685

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zbMATH Keywords

Dirichlet distributioncovariance matrixmultinomial distributioninequalitiesupper boundcharacteristic rootscharacteristic valuesmultivariate hypergeometric distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

• Title not available (Why is that?)
• Necessary sample sizes for categorial data
• Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results
• Determination of sample sizes in point estimations
• Limits for the characteristic roots of a matrix

Cited In (2)

• A new derivation of eigenvalue inequalities for the multinomial distribution
• Mathematical properties of the variance of the multinomial distribution

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