Covariance matrices of quadratic forms in elliptical distributions (Q1336897)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Covariance matrices of quadratic forms in elliptical distributions |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance matrices of quadratic forms in elliptical distributions |
scientific article |
Statements
Covariance matrices of quadratic forms in elliptical distributions (English)
0 references
6 November 1994
0 references
covariance matrix
0 references
generalized quadratic form
0 references
elliptical distribution
0 references
variances
0 references
covariances
0 references
sample covariance matrix
0 references
estimator of dispersion matrix
0 references
multivariate generalized linear model
0 references
subclasses of elliptical distributions
0 references
