A note on sample means and variances of dependent normal variables
From MaRDI portal
Publication:3690022
DOI10.1080/02331888408801759zbMath0572.62042MaRDI QIDQ3690022
Publication date: 1984
Published in: Series Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888408801759
characterization; positive definite matrix; sample means; dependent normal variables; sample variances; independent chi-square
62H10: Multivariate distribution of statistics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
Related Items
Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure, Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices, On the effect of correlation and unequal variances in detecting a spurious observation