Exact probabilities of obtaining estimated non-positive definite between-group covariance matrices

DOI10.1080/00949658208810561zbMath0478.65085OpenAlexW2040849070MaRDI QIDQ3936153

Damon Disch, Anil K. Bhargava

Publication date: 1982

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658208810561

zbMATH Keywords

sample covariance matricesPfaffian methodgenetic covariancelargest root distribution

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Algorithms for the likelihood-based estimation of the random coefficient model

Cites Work

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• Probabilities of Non-Positive Definite between-Group or Genetic Covariance Matrices
• On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

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