Establishing the Positive Definiteness of the Sample Covariance Matrix
Dykstra, Richard L.
Ann. Math. Statist., Tome 41 (1970) no. 6, p. 2153-2154 / Harvested from Project Euclid
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Publié le : 1970-12-14
Classification:  
@article{1177696719,
     author = {Dykstra, Richard L.},
     title = {Establishing the Positive Definiteness of the Sample Covariance Matrix},
     journal = {Ann. Math. Statist.},
     volume = {41},
     number = {6},
     year = {1970},
     pages = { 2153-2154},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177696719}
}

Dykstra, Richard L. Establishing the Positive Definiteness of the Sample Covariance Matrix. Ann. Math. Statist., Tome 41 (1970) no. 6, pp.  2153-2154. http://gdmltest.u-ga.fr/item/1177696719/