Exact probabilities of obtaining estimated non-positive definite between-group covariance matrices
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00949658208810561
Reference8 articles.
1. Probabilities of Non-Positive Definite between-Group or Genetic Covariance Matrices
2. Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
3. On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
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