Some Aspects of Multivariate Analysis
George E. P. Box, George C. Tiao · 1992
This chapter contains sections titled: Introduction A General Multivariate Normal Model Linear Multivariate Models Inferences about θ for the Case of a Common Derivative Matrix X Some Aspects of the Distribution of Σ for the Case of a Common Derivative Matrix X A Summary of Formulae and Calculations for Making Inferences about (θ, Σ)