A multivariate measure of dispersion and its limiting distribution

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A multivariate measure of dispersion and its limiting distribution

Total Variance (TV) and Generalized Variance (GV) are commonly used as a measure multivariate dispersion. However, these two statistics has some drawbacks. This paper proposes a new measure of multivariate dispersion, named Vectorial Variance (VV) an inner product for set of operators defined on a...

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Bibliographic Details
Main Author:	Suwanda Idris
Format:	Article
Published:	Universiti Kebangsaan Malaysia 2005
Online Access:	http://journalarticle.ukm.my/3915/

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