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The American Statistician Volume 39, 1985 - Issue 2
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Teacher's Corner

What Should be Done When an Estimated between-Group Covariance Matrix is not Nonnegative Definite?

Yasuo Amemiya Statistics, Department of Statistics, Iowa State University, Ames, IA, 50011, USA
Pages 112-117 | Received 01 May 1984, Published online: 12 Mar 2012

References

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  • Hill , W. G. and Thompson , R. 1978 . “Probabilities of Non-Positive Definite Between-Group or Genetic Covariance Matrices,” . Biometrics , 34 : 429 – 439 .
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  • Klotz , J. H. and Putter , J. 1969 . “Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout,” . Annals of Mathematical Statistics , 40 : 1100 – 1105 .
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