The Mahalanobis distance and elliptic distributions

DOI10.1093/biomet/72.2.464zbMath0571.62042OpenAlexW2016035681MaRDI QIDQ3687522

Ann F. S. Mitchell, Wojtek Janusz Krzanowski

Publication date: 1985

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/72.2.464

zbMATH Keywords

Mahalanobis distanceelliptic distributionsmultivariate t-distributionpredictive estimationdifferent locationscommon shapeRao's distance measure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Estimation in multivariate analysis (62H12)

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