A note on the coefficients of elliptical random variables

DOI10.1016/j.spl.2019.05.004zbMath1459.60035OpenAlexW2945987386WikidataQ127874227 ScholiaQ127874227MaRDI QIDQ2322659

Tomer Shushi

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.05.004

zbMATH Keywords

Wiener processelliptical distributionsprojection pursuitstopping rulesweighted-sum

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11) Probability distributions: general theory (60E05)

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