Title of article
Asymptotic Distribution of Sample Covriance Determinant
Author/Authors
Djauhari, Maman A. Universiti Teknologi Malaysia - Faculty of Science - Department of Mathematics, Malaysia
From page
70
To page
85
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.
Keywords
Convergence in distribution , generalized variance , multivariate dispersion , parameter estimation , unbiased estimate
Journal title
Matematika
Journal title
Matematika
Record number
2569860
Link To Document