Covariance matrices of quadratic forms in elliptical distributions (Q1336897): Difference between revisions

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+https://doi.org/10.1016/0167-7152(94)90220-8
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+W1987457145
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+Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
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+Greatest lower bound to the elliptical theory kurtosis parameter
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+Moments of elliptically distributed random variates
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+Mardia's coefficient of kurtosis in elliptical populations
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+Asymptotically distribution‐free methods for the analysis of covariance structures
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+Radial estimates and the test for sphericity
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+Robustness and efficiency properties of scatter matrices
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+Principal components in the nonnormal case: The test of equality of q roots
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