Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results-Reference-Cited by-同舟云学术

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

Published:1982-09 Issue:3 Volume:23 Page:152-176
ISSN:0039-0631
Container-title:Statistische Hefte
language:en
Short-container-title:Statistische Hefte

Author:

Ronning Gerd

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/BF02933049.pdf

Reference17 articles.

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3. Bloomfield, P. and G.S. Watson (1975), ‘The Inefficiency of Least Squares’.Biometrika 62, 121–128.

4. Brown, A. and A. Deaton (1972), ‘Survey in Applied Economics: Models of Consumer Behaviour’,The Economic Journal 82, 1145–1236.

5. Fishman, G.S. (1973), ‘Concepts and Methods in Discrete Event Simulation’ Wiley, New York.

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