INDEPENDENCE DISTRIBUTION‐PRESERVING NONNEGATIVE‐DEFINITE COVARIANCE STRUCTURES FOR THE SAMPLE VARIANCE

DOI10.1111/j.1467-842X.1996.tb00675.xzbMath0896.62048MaRDI QIDQ4354761

Dean M. Young, Leah M. Lehman, Laurie M. Meaux

Publication date: 17 September 1997

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

quadratic formsrobust statisticsmultivariate normalindependent and identically distributedcentral chi-squared random variables

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Matrix equations and identities (15A24)

Related Items (1)

Independence distribution preserving joint covariance structures for the multivariate two-group case

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