Publication:4028188
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zbMath0781.62066MaRDI QIDQ4028188
Publication date: 28 March 1993
quadratic forms; characteristic roots; generalized variance; multiple correlation coefficients; correlation coefficients; sample covariance matrix; Hotelling's \(T\)-square; multivariate elliptically contoured distributions
62H10: Multivariate distribution of statistics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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