Elliptical multivariate analysis

DOI10.1016/0304-4076(89)90093-6zbMath0669.62033MaRDI QIDQ1118935

Bernard M. S. van Praag, Bertram M. Wesselman

Publication date: 1989

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90093-6

zbMATH Keywords

consistency; asymptotic properties; elliptical distributions; distribution-free approach

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

Related Items

Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution, The asymptotic variance matrix of the sample correlation matrix, Robust Bayesian inference in elliptical regression models, On theory testing in econometrics. Modeling with nonexperimental data

Cites Work

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