Pages that link to "Item:Q1081243"
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The following pages link to Moments of elliptically distributed random variates (Q1081243):
Displaying 14 items.
- Moments and random number generation for the truncated elliptical family of distributions (Q107352) (← links)
- Local power properties of some asymptotic tests in symmetric linear regression models (Q413376) (← links)
- Restricted methods in symmetrical linear regression models (Q957232) (← links)
- Covariance matrices of quadratic forms in elliptical distributions (Q1336897) (← links)
- Computer algebra application to the distribution of sample correlation coefficient (Q1404684) (← links)
- Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models (Q1970825) (← links)
- On multivariate skewness and kurtosis (Q2051011) (← links)
- Explicit formulae for product moments of multivariate Gaussian random variables (Q2348314) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- Sequential estimation of shape parameters in multivariate dynamic models (Q2453083) (← links)
- From moments of sum to moments of product (Q2476150) (← links)
- Expressions for joint moments of elliptical distributions (Q2656082) (← links)
- Characterizing parameters of multivariate elliptical distributions<sup>*</sup> (Q3802427) (← links)
- Small‐sample testing inference in symmetric and log‐symmetric linear regression models (Q6088217) (← links)