References

A

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B

Bates, D.M., Watts, D.G. (1980). Relative curvature measures of nonlinearity. Journal of the Royal Statistical Society, Series B 42 , 1-25.

C

Clarke, M.R.B. (1971). Algorithm AS 41: Updating the sample mean and dispersion matrix. Applied Statistics 20 , 206-209.

G

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H

Harris, P. (1985). Testing the variance homogeneity of correlated variables. Biometrika 72 , 103-107.

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K

Kessy, A., Lewin, A., Strimmer, K. (2018). Optimal whitening and decorrelation. The American Statistician 72 , 309-314.

L

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M

Magnus, J.R., Neudecker, H. (1979). The commutation matrix: some properties and applications. The Annals of Statistics 7 , 381-394.

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O

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S

Spicer, C.C. (1972). Algorithm AS 52: Calculation of power sums of deviations about the mean. Applied Statistics 21 , 226-227.

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W

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