On the Theory of Multivariate Elliptically Contoured Distributions and Their Applications.

Abstract

In this paper, the multivariate elliptically contoured distributions which generalize the elliptically contoured distribution to the case of a matrix are defined and a special class of multivariate elliptically contoured distributions is studied in detail. For this class we obtain the distributions of the following statistics: correlation coefficients, multiple correlation coefficients, Hotelling's T2, sample covariance matrix, generalized variance, characteristic roots of the covariance matrix, quadratic forms, etc. Some multivariate statistical applications are discussed. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1982
Accession Number
ADA115316

Entities

People

  • Kai-tai Fang
  • Theodore W. Anderson

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Confidence Limits
  • Covariance
  • Data Science
  • Distribution Functions
  • Estimators
  • Information Science
  • Maximum Likelihood Estimation
  • Military Research
  • Normal Distribution
  • Probability
  • Random Variables
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Statistical inference.