| Notes |
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Errata in corollary 2, page 5.
Where says:
\det(A) = \displaystyle\prod_{i=1}^{k} \lambda_i \cdot (n_i-1) \cdot (d_i-m_{ii})
it should say:
\det(A) = \displaystyle\prod_{i=1}^{k} \lambda_i \cdot (d_i-m_{ii})^{(n_i-1)}
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Errata in definition 4, page 13.
Where says:
...\frac{\zeta_i^2}{2}...
it should say:
...\frac{\zeta_i^2}{\nu}...
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Estimation of h(ν) can be improved using the Spearman's
rank formula (theorem 2). Better yet, in algorithm 5, we can
apply theorem 2, doing numerical integration, to transform the
Pearson correlation into the Spearman's correlation.
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