Establishing the Positive Definiteness of the Sample Covariance Matrix

From MaRDI portal
Publication:5613663

DOI10.1214/aoms/1177696719zbMath0212.22202OpenAlexW2080947828MaRDI QIDQ5613663

Richard L. Dykstra

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177696719




Related Items (16)




This page was built for publication: Establishing the Positive Definiteness of the Sample Covariance Matrix