Testing for elliptical symmetry in covariance matrix based analyses.
type: Item
instance of: scholarly article
title: Testing for elliptical symmetry in covariance matrix based analyses.
zbMATH Open document ID: 1045.62051
DOI: 10.1016/S0167-7152(02)00306-1
author: James R. Schott
published in: Statistics \& Probability Letters
publication date: 2003-05-07T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 1907016
zbMATH Keywords: Elliptical distribution
zbMATH Keywords: Matrix of fourth-order moments
zbMATH Keywords: Wald statistic
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1907016