Independence distribution preserving joint covariance structures for the multivariate two-group case

DOI10.1080/02331880108802740MaRDI QIDQ4547508zbMATH OpenOpenAlexFDO

Authors Dean M. Young, Danny W. Turner

Publication date 23 October 2002

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880108802740

zbMATH Keywords

common nonnegative-definite solutions to linear matrix equationsindependence assumptionsmultivariate quadratic formsWishart distribution

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

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• INDEPENDENCE DISTRIBUTION‐PRESERVING NONNEGATIVE‐DEFINITE COVARIANCE STRUCTURES FOR THE SAMPLE VARIANCE
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Cited in

(2)

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