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Publication:3976279
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zbMath0738.62061MaRDI QIDQ3976279

George P. H. Styan

Publication date: 26 June 1992


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

bilinear formmissing datamultivariate normalcentral Wishart distributionsecond-order moments of maximum likelihood estimators


Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random matrices (algebraic aspects) (15B52)


Related Items (6)

Expectations of useful complex Wishart forms ⋮ Distributional properties of portfolio weights ⋮ Covariance matrices of quadratic forms in elliptical distributions ⋮ On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector ⋮ Inadmissibility of the corrected Akaike information criterion ⋮ New characteristics for portfolio surveillance




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