Distribution of the correlation matrix for a class of elliptical models

DOI10.1080/03610929208830890zbMath0774.62049OpenAlexW2050045161MaRDI QIDQ4202712

Anwar H. Joarder, Mir M. Ali

Publication date: 14 November 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830890

zbMATH Keywords

distribution of correlation matrixmultivariate elliptic modelpositive definite symmetric matrix of scale parametersvector of location parameters

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Exact distribution theory in statistics (62E15)

Related Items (1)

The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio

Cites Work

• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• Estimation of the parameters of a regression model with a multivariate t error variable
• Unnamed Item

This page was built for publication: Distribution of the correlation matrix for a class of elliptical models