scientific article; zbMATH DE number 813682

MaRDI QIDQ4854020zbMATH OpenFDO

Authors Dean M. Young, Laurie M. Meaux, John W. jun. Seaman

Publication date 4 February 1996

zbMATH Keywords

general positive-definite joint covariance structurei.i.d. sampling propertiesindependence assumptionsmatrix normal observationsmultiples of independent noncentral Wishart random matricesmultivariate quadratic formssample covariance matricessample meanstwo sample covariance matricestwo sample mean vectors

Mathematics Subject Classification ID

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

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