Positive definiteness of sample variance matrix and its applications

DOI10.15926/J.CNKI.ISSN1672-6871.2019.06.013zbMATH Open1449.62123MaRDI QIDQ5209550FDOQ5209550

Authors: Chunguang Ren 

Publication date: 22 January 2020

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zbMATH Keywords

canonical correlation analysisnormal populationsample variance matrixsub-Gaussian population

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (3)

• Construction, properties and statistical applications of positive definite intraclass matrix
• Title not available (Why is that?)
• Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data

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