The spectral decomposition and inverse of multinomial and negative multinomial covariances

Christopher S. Withers; Saralees Nadarajah

doi:10.1214/12-BJPS213

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Home > Journals > Braz. J. Probab. Stat. > Volume 28 > Issue 3 > Article

August 2014 The spectral decomposition and inverse of multinomial and negative multinomial covariances

Christopher S. Withers, Saralees Nadarajah

Braz. J. Probab. Stat. 28(3): 376-380 (August 2014). DOI: 10.1214/12-BJPS213

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Abstract

We give the spectral decomposition and inverse of multinomial and negative multinomial covariances and related matrices.

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Christopher S. Withers. Saralees Nadarajah. "The spectral decomposition and inverse of multinomial and negative multinomial covariances." Braz. J. Probab. Stat. 28 (3) 376 - 380, August 2014. https://doi.org/10.1214/12-BJPS213

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Published: August 2014

First available in Project Euclid: 17 July 2014

zbMATH: 1304.62077

MathSciNet: MR3263054

Digital Object Identifier: 10.1214/12-BJPS213

Keywords: multinomial distribution , negative multinomial distribution , spectral decomposition

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Braz. J. Probab. Stat.

Vol.28 • No. 3 • August 2014

Brazilian Statistical Association

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Christopher S. Withers, Saralees Nadarajah "The spectral decomposition and inverse of multinomial and negative multinomial covariances," Brazilian Journal of Probability and Statistics, Braz. J. Probab. Stat. 28(3), 376-380, (August 2014)

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