Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution (Q4311484)
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scientific article; zbMATH DE number 672374
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| English | Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution |
scientific article; zbMATH DE number 672374 |
Statements
Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution (English)
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30 November 1994
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differential operator methods
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kurtosis parameter
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zonal polynomials
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functions of a sample covariance matrix
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elliptical model
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asymptotic variances
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asymptotic expansion formula
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expectation
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asymptotic covariances
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stepdown multiple correlation coefficients
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moments of sample generalized variance
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0.93376064
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0.91009045
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0.9081403
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0.9077521
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