Distribution of the correlation matrix for a class of elliptical models (Q4202712)
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scientific article; zbMATH DE number 408497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the correlation matrix for a class of elliptical models |
scientific article; zbMATH DE number 408497 |
Statements
Distribution of the correlation matrix for a class of elliptical models (English)
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14 November 1993
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multivariate elliptic model
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distribution of correlation matrix
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vector of location parameters
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positive definite symmetric matrix of scale parameters
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