Devlin, S. J.; Gnanadesikan, R.; Kettenring, J. R. Robust estimation of dispersion matrices and principal components. (English) Zbl 0463.62031 J. Am. Stat. Assoc. 76, 354-362 (1981). MSC: 62F35 62H25 62H20 65C05 PDFBibTeX XMLCite \textit{S. J. Devlin} et al., J. Am. Stat. Assoc. 76, 354--362 (1981; Zbl 0463.62031) Full Text: DOI
Searle, S. R.; Henderson, Harold V. Dispersion matrices for variance components models. (English) Zbl 0419.62061 J. Am. Stat. Assoc. 74, 465-470 (1979). MSC: 62J10 15A09 15A15 15A18 PDFBibTeX XMLCite \textit{S. R. Searle} and \textit{H. V. Henderson}, J. Am. Stat. Assoc. 74, 465--470 (1979; Zbl 0419.62061) Full Text: DOI