Covariance matrices of quadratic forms in elliptical distributions (Q1336897)
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scientific article; zbMATH DE number 681886
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| English | Covariance matrices of quadratic forms in elliptical distributions |
scientific article; zbMATH DE number 681886 |
Statements
Covariance matrices of quadratic forms in elliptical distributions (English)
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6 November 1994
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covariance matrix
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generalized quadratic form
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elliptical distribution
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variances
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covariances
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sample covariance matrix
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estimator of dispersion matrix
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multivariate generalized linear model
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subclasses of elliptical distributions
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0.816574215888977
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0.8135591149330139
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0.8016501665115356
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