Pages that link to "Item:Q1817498"

The following pages link to The distribution of the covariance matrix for a subset of elliptical distributions with extension to two kurtosis parameters (Q1817498):

Displaying 8 items.

• On the problem of more than one kurtosis parameter in multivariate analysis (Q1209603) (← links)
• Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions. (Q1427515) (← links)
• Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection (Q2237824) (← links)
• On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions (Q2259999) (← links)
• On Mardia's and Song's measures of kurtosis in elliptical distributions (Q2482132) (← links)
• Assessing the effect of kurtosis deviations from Gaussianity on conditional distributions (Q2513906) (← links)
• Characterizing parameters of multivariate elliptical distributions^* (Q3802427) (← links)
• ON THE ESTIMATION OF KURTOSIS PARAMETER IN ELLIPTICAL DISTRIBUTIONS (Q4715698) (← links)