Bounds for the distribution of the generalized variance
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Publication:910128
DOI10.1214/AOS/1176347387zbMATH Open0695.62128OpenAlexW1964707787MaRDI QIDQ910128FDOQ910128
Authors: Louis Gordon
Publication date: 1989
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347387
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gamma functionboundsgeneralized varianceidentity covariance matrixnormal populationchi-squared distribution functionsdeterminant of the sample covariance matrixstochastic analog to the Gauss multiplication theorem
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