Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model

Journal of Multivariate Analysis

Volumn 68, Issue 2, 1999, Pages 165-175

  Young, Dean M ^a   Seaman Jr , John W ^a   Meaux, Laurie M ^a  

^a NONE

Author keywords

Multivariate quadratic forms; Wishart random matrices; model robustness; common nonnegative definite solutions to a pair of matrix equations

Indexed keywords

EID: 0343621607     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1998.1787     Document Type: Article

References (12)

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