A note on sample means and variances of dependent normal variables

DOI10.1080/02331888408801759zbMath0572.62042OpenAlexW1971281628MaRDI QIDQ3690022

Wolfgang Stadje

Publication date: 1984

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888408801759

zbMATH Keywords

characterizationpositive definite matrixsample meansdependent normal variablessample variancesindependent chi-square

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices ⋮ Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure ⋮ On the effect of correlation and unequal variances in detecting a spurious observation

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