The concentration ellipsoid of a random vector

DOI10.1016/0304-4076(79)90046-0zbMath0415.62038OpenAlexW1980345837MaRDI QIDQ600191

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

linear estimationdispersionrandom vectorconcentration ellipsoid

Mathematics Subject Classification ID

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

Related Items (1)

Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model

Cites Work

• Unnamed Item

This page was built for publication: The concentration ellipsoid of a random vector