Spectral Decomposition of the Covariance Matrix of a Multinomial
Geoffrey S. Watson · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996
SUMMARY This paper gives information about the spectral decomposition of the covariance matrices of a multinomial. It is a note to the paper of Tanabe and Sagae which gives fascinating information about the Cholesky decomposition of the covariance matrices of multinomial distributions.