Bounds for the distribution of the generalized variance

DOI10.1214/AOS/1176347387zbMath0695.62128OpenAlexW1964707787MaRDI QIDQ910128

Louis Gordon

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347387

zbMATH Keywords

gamma functionboundsgeneralized varianceidentity covariance matrixnormal populationchi-squared distribution functionsdeterminant of the sample covariance matrixstochastic analog to the Gauss multiplication theorem

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Gamma, beta and polygamma functions (33B15)

Related Items (7)

On the Gaussian Mixture Representation of the Laplace Distribution ⋮ An R² statistic for covariance model selection in the linear mixed model ⋮ Stochastic analysis of rumor spreading with multiple pull operations ⋮ On decompositions of some random variables ⋮ Continuous-time stochastic analysis of rumor spreading with multiple operations ⋮ Hoffmann-Jørgensen inequalities for random walks on the cone of positive definite matrices ⋮ On the Exact and Near-Exact Distributions of the Product of Generalized Gamma Random Variables and the Generalized Variance

This page was built for publication: Bounds for the distribution of the generalized variance