Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results

DOI10.1007/BF02933049zbMath0496.62044OpenAlexW310618792MaRDI QIDQ3959972

Gerd Ronning

Publication date: 1982

Published in: Statistische Hefte (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02933049

zbMATH Keywords

lower boundlinear modelsMoore-Penrose inversemultinomial distributionDirichlet distributioncharacteristic valuesmultivariate hypergeometric distributionsrelative efficiency of ordinary least squarestriangular factorization of covariance matrix

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Factorization of matrices (15A23) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Theory of matrix inversion and generalized inverses (15A09) Canonical forms, reductions, classification (15A21)

Related Items

On upper bounds for the characteristic values of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions, Share equations in econometrics: A story of repression, trustration and dead ends, Multiplicative correlations

Cites Work

• Zur Bestimmung der Frobeniuswurzel nichtnegativer Matrizen
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• The inefficiency of least squares
• On the minimum efficiency of least squares
• Generalized Inversion of Modified Matrices
• Inequalities: theory of majorization and its applications
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