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Statements
19 September 1993
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matrix variates elliptically contoured distributions
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MECD
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density
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marginal distribution
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conditional distribution
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stochastic representation
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mesh
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covariance
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expected values
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moments
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inverse Laplace transform
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mixtures of normal distributions
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quadratic forms
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extension of Cochran's theorem
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invariance
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characterizations of normality
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inference
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estimation
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hypotheses testing
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linear models
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