The Distribution of Functions of Elliptically Contoured Vectors in Terms of Their Gaussian Counterparts

Advances on Theoretical and Methodological Aspects of Probability and Statistics ◽

10.1201/9780203493205.ch8 ◽

2003 ◽

pp. 117-129

Author(s):

Serge Provost ◽

Young-Ho Cheong

Keyword(s):

Elliptically Contoured

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Invariant Tests and Likelihood Ratio Tests for Multivariate Elliptically Contoured Distributions

10.21236/ada155844 ◽

1985 ◽

Author(s):

T. W. Anderson ◽

H. Hsu

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Elliptically Contoured Distributions ◽

Elliptically Contoured

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Multivariate elliptically contoured and ө-generalized normal models

Random Operators and Stochastic Equations ◽

10.1515/rose.1998.6.3.281 ◽

1998 ◽

Vol 6 (3) ◽

Author(s):

A. K. GUPTA

Keyword(s):

Elliptically Contoured

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The Strong Law of Large Numbers for a Triangular Array Scheme of Conditional Distributions of Stable Elliptically Contoured Measures

Theory of Probability and Its Applications ◽

10.1137/s0040585x97981652 ◽

2006 ◽

Vol 50 (2) ◽

pp. 248-264 ◽

Author(s):

S. Ya. Shatskikh

Keyword(s):

Law Of Large Numbers ◽

Triangular Array ◽

Conditional Distributions ◽

Large Numbers ◽

Elliptically Contoured ◽

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Bayesian Kalman filtering with elliptically contoured errors

10.1093/biomet/81.2.390 ◽

1994 ◽

Vol 81 (2) ◽

pp. 390-395 ◽

Author(s):

F. J. GIRON ◽

J. C. ROJANO

Keyword(s):

Kalman Filtering ◽

Elliptically Contoured

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Improved estimation of a covariance matrix in an elliptically contoured matrix distribution

Journal of Multivariate Analysis ◽

10.1016/s0047-259x(03)00063-0 ◽

2004 ◽

Vol 88 (1) ◽

pp. 131-137 ◽

Author(s):

Pui Lam Leung ◽

Foon Yip Ng

Keyword(s):

Covariance Matrix ◽

Matrix Distribution ◽

Elliptically Contoured

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Sufficient Reductions in Regressions With Elliptically Contoured Inverse Predictors

Journal of the American Statistical Association ◽

10.1080/01621459.2014.914440 ◽

2015 ◽

Vol 110 (509) ◽

pp. 420-434 ◽

Author(s):

Efstathia Bura ◽

Liliana Forzani

Keyword(s):

Elliptically Contoured

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Quadratic Forms and Other Functions of Elliptically Contoured Matrices

Elliptically Contoured Models in Statistics and Portfolio Theory ◽

10.1007/978-1-4614-8154-6_5 ◽

2013 ◽

pp. 125-144

Author(s):

Arjun K. Gupta ◽

Tamas Varga ◽

Taras Bodnar

Keyword(s):

Quadratic Forms ◽

Elliptically Contoured

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A Generalized F-test for the Mean of A Class of Elliptically Contoured Distributions

Journal of Advanced Statistics ◽

10.22606/jas.2017.21002 ◽

2017 ◽

Author(s):

Jiajuan Liang ◽

Keyword(s):

F Test ◽

Elliptically Contoured Distributions ◽

The Mean ◽

Elliptically Contoured

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Maximum Likelihood Estimators and Likelihood Ratio Criteria for Multivariate Elliptically Contoured Distributions

10.21236/ada120909 ◽

1982 ◽

Author(s):

T. W. Anderson ◽

Kai-Tai Fang

Keyword(s):

Maximum Likelihood ◽

Likelihood Ratio ◽

Maximum Likelihood Estimators ◽

Elliptically Contoured Distributions ◽

Elliptically Contoured

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A note on the orthant probability of the elliptically contoured distribution

Communication in Statistics- Theory and Methods ◽

10.1080/03610929208830769 ◽

1992 ◽

Vol 21 (1) ◽

pp. 161-167 ◽

Author(s):

Kentaro Nomakuchi ◽

Ning-Zhong Shi

Keyword(s):

Elliptically Contoured Distribution ◽

Orthant Probability ◽

Elliptically Contoured

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