Construction, properties and statistical applications of positive definite intraclass matrix

DOI10.1080/03081087.2010.531015zbMath1223.15041OpenAlexW1971122024MaRDI QIDQ3090734

Saran Ishika Maiti

Publication date: 1 September 2011

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03081087.2010.531015

zbMATH Keywords

normeigenvaluetraceill-conditioned matrixdeterminantpositive definite matrixspectral condition numberintraclass matrix

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Determinants, permanents, traces, other special matrix functions (15A15) Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Positive matrices and their generalizations; cones of matrices (15B48) Miscellaneous inequalities involving matrices (15A45) Conditioning of matrices (15A12)

Uses Software

• itsmr

Cites Work

• Lower bounds for the spread of a matrix
• Coefficient alpha and the internal structure of tests
• The non-singularity of generalized sample covariance matrices
• Explicit maximum likelihood estimators for certain patterned covariance matrices
• TECHNIQUES OF COVARIANCE STRUCTURAL ANALYSIS1
• Introduction to Time Series and Forecasting
• Tests for correlation matrices
• LIKELIHOOD RATIO TESTS OF STATISTICAL HYPOTHESES ASSOCIATED WITH PATTERNED COVARIANCE MATRICES IN PSYCHOLOGY
• Multivariate Analysis of Variance for a Special Covariance Case
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution

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