On a Generalisation of the Covariance Matrix of the Multinomial Distribution-Reference-Cited by-同舟云学术

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On a Generalisation of the Covariance Matrix of the Multinomial Distribution

Published:2000 Issue: Volume: Page:67-73
ISSN:1570-5811
Container-title:Innovations in Multivariate Statistical Analysis
language:
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Author:

Trenkler Götz

Publisher

Springer US

Link

http://link.springer.com/content/pdf/10.1007/978-1-4615-4603-0_4.pdf

Reference11 articles.

1. Graybill, F.A., (1983), Matrices with Applications in Statistics, Wadsworth Publishing Company, Belmont, USA.

2. Huschens, S., (1990), Necessary Sample Sizes for Categorical Data, Statistical Papers, 31, 47–53.

3. Johnson, N.L., S. Kotz and N. Balakrishnan, (1997), Discrete Multivariate Distributions, John Wiley, New York.

4. Klamkin, M.S., (1970), On the Roots of a Certain Determinantal Equation, The Mathematical Gazette,54, 57–58.

5. Magnus, J.R., and H. Neudecker, (1988), Matrix Differential Calculus with Applications in Statistics and Econometrics, John Wiley, New York.

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