The concentration ellipsoid of a random vector

DOI10.1016/0304-4076(79)90046-0MaRDI QIDQ600191zbMATH OpenOpenAlexFDO

Authors Peter C. B. Phillips

Publication date 1979

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(79)90046-0

zbMATH Keywords

dispersionlinear estimationconcentration ellipsoidrandom vector

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Cited in

(1)

• Concentration ellipsoids, their planes of support, and the linear regression model

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