Positive definiteness of sample variance matrix and its applications

DOI10.15926/J.CNKI.ISSN1672-6871.2019.06.013MaRDI QIDQ5209550zbMATH OpenFDO

Authors Chunguang Ren

Publication date 22 January 2020

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)

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