Multivariate Analysis

Mardia, K. V., Kent, J. T., & John M. Bibby, M. A. (1979). Multivariate Analysis. Academic Press.

Type

Book

Intellectual base

Review or monograph

Year

1979

Pages cited

1-3

ISBN

9780124712522

Link

https://openlibrary.org/isbn/9780124712522verified

Cited by

2 citations across 2 artifacts.

Domain-specific

• Cokurtosis
  • With two variables, the nontrivial multiplicity patterns are (K_{1112}), (K_{1122}), and (K_{1222}).
• Cross-Covariance Matrix
  • Block covariance. For \(Z=(X^T,Y^T)^T\), its covariance has off-diagonal blocks \(\Sigma_{XY}\) and \(\Sigma_{YX}\).

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