On upper bounds for the characteristic values of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions

DOI10.1007/BF02924685zbMath0716.62050OpenAlexW1991667387MaRDI QIDQ3203864

Stefan Huschens

Publication date: 1990

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02924685

zbMATH Keywords

inequalitiesupper boundcovariance matrixcharacteristic rootsmultinomial distributionDirichlet distributioncharacteristic valuesmultivariate hypergeometric distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

• Unnamed Item
• Necessary sample sizes for categorial data
• Determination of sample sizes in point estimations
• Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results
• Limits for the characteristic roots of a matrix

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