Djauhari, Maman A. (2009) Asymptotic distribution of sample covariance determinant. Matematika, 25 (1). pp. 79-85. ISSN 0127-8274
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Abstract
Under normality, an asymptotic distribution of sample covariance determinant will be derived. We show that this asymptotic distribution is more applicable in practice than the classical one. This will justify its usefulness in inferential study and other applications in a more comprehensive and accurate manner
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Convergence in distribution, generalized variance, multivariate dispersion, parameter estimation, unbiased estimate |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Science |
| ID Code: | 9421 |
| Deposited By: | Zalinda Shuratman |
| Deposited On: | 10 Jun 2010 08:29 |
| Last Modified: | 10 Jun 2010 09:12 |
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