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Mathematical properties of the variance of the multinomial distribution

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Publication:1892504
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DOI10.1006/jmaa.1995.1049zbMath0820.62046OpenAlexW2028371703MaRDI QIDQ1892504

Heinz Neudecker

Publication date: 19 June 1995

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1995.1049


zbMATH Keywords

Moore-Penrose inverseproduct of nonzero eigenvaluesvariance of the multinomial distribution


Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)


Related Items (3)

Compact matrix expressions for generalized Wald tests of equality of moment vectors ⋮ A new derivation of eigenvalue inequalities for the multinomial distribution ⋮ Properties of the matrix \(A-XY^*\)




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