Multivariate Analysis

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

Type

Book chapter

Intellectual base

Review or monograph

Year

1979

Link

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

Cited by

1 citation across 1 artifact.

Domain-specific

• 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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Registry ID ref:eb0902082f09 · see in the full table