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

DOI10.1007/BF02924685MaRDI QIDQ3203864zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3968787 (Why is no real title available?)
• 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
• Necessary sample sizes for categorial data

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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