3.24. (Sec. 3.2) Covariance matrices with linear structure [Anderson (1969)]. Let where GO' Gq are given symmetric

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3.24. (Sec. 3.2) Covariance matrices with linear structure [Anderson (1969)]. Let

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where GO"'" Gq are given symmetric matrices such that there exists at least one (q + 1)-tuplet uo, u I ,. .. , uq such that (j) is positive definite. Show that the likelihood equations based on N observations are

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An Introduction To Multivariate Statistical Analysis

ISBN: 9780471360919

3rd Edition

Authors: Theodore W. Anderson

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Question Posted: Nov 07, 2024 07:00 AM

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3.24. (Sec. 3.2) Covariance matrices with linear structure [Anderson (1969)]. Let where GO' Gq are given symmetric

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(i) 9 =

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An Introduction To Multivariate Statistical Analysis

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