Covariance matrices of quadratic forms in elliptical distributions

DOI10.1016/0167-7152(94)90220-8zbMath0801.62052OpenAlexW1987457145MaRDI QIDQ1336897

Yi Zhao

Publication date: 6 November 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90220-8

zbMATH Keywords

covariance matrixsample covariance matrixmultivariate generalized linear modelelliptical distributioncovariancesvariancesgeneralized quadratic formestimator of dispersion matrixsubclasses of elliptical distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Related Items

The Kotz type ratio distribution, The Kotz-type distribution with applications, On second-order and fourth-order moments of jointly distributed random matrices: A survey

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