The distribution of the covariance matrix for a subset of elliptical distributions with extension to two kurtosis parameters

DOI10.1006/jmva.1996.0041zbMath0878.62041OpenAlexW1966595627MaRDI QIDQ1817498

H. S. Steyn

Publication date: 11 February 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0041

zbMATH Keywords

covariance matrixelliptical distributionsmoment generating functionkurtosis parameters

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions

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