Tsukada, Shin-ichi - In: Journal of Multivariate Analysis 129 (2014) C, pp. 206-219
The covariance matrix is embedded in several statistics (such as the trace and general variance) of multivariate statistical analysis. We investigate the trace of the covariance matrix in the context of a two-step monotone incomplete sample drawn from Np+q(μ,Σ), a multivariate normal...