Rank of a quadratic form in an elliptically contoured matrix random variable
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Publication:1181091
DOI10.1016/0167-7152(91)90056-WzbMath0738.15013OpenAlexW2037937377MaRDI QIDQ1181091
Publication date: 27 June 1992
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(91)90056-w
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Quadratic and bilinear forms, inner products (15A63)
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