A New Proof of the Positive Definiteness on the Sample Covariance Matrix
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A New Proof of the Positive Definiteness on the Sample Covariance Matrix
Acta Scientiarum Naturalium Universitatis SunYatseniVol. 27, Issue 1, Pages: 113-114(1988)
作者机构:
中山大学数学系
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Published:1988,
Published Online:25 January 1988,
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A New Proof of the Positive Definiteness on the Sample Covariance Matrix. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 27(1):113-114(1988)
DOI:
A New Proof of the Positive Definiteness on the Sample Covariance Matrix. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 27(1):113-114(1988)DOI:
A New Proof of the Positive Definiteness on the Sample Covariance Matrix
We give a new proof of the positive definiteness on the covariace matrix of the sample from the normal population. This proof is simpler and clearer than the original one