Elliptical multivariate analysis

DOI10.1016/0304-4076(89)90093-6zbMath0669.62033OpenAlexW2011187933MaRDI QIDQ1118935

Bernard M. S. van Praag, Bertram M. Wesselman

Publication date: 1989

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90093-6

zbMATH Keywords

consistencyasymptotic propertieselliptical distributionsdistribution-free approach

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (4)

On theory testing in econometrics. Modeling with nonexperimental data ⋮ Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution ⋮ Robust Bayesian inference in elliptical regression models ⋮ The asymptotic variance matrix of the sample correlation matrix

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