Some asymptotic inferential problems connected with elliptical distributions

Asymptotic confidence bounds on the location parameters of the linear growth curve, asymptotic distribution of the canonical correlations and asymptotic confidence bounds on the discriminatory value for the linear discriminant function are established when a set of independent observations are taken from an elliptical distribution (or from a distribution possessing some properties on the moments).

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Year of publication:	1988
Authors:	Khatri, C. G.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 27.1988, 2, p. 319-333
Publisher:	Elsevier
Keywords:	linear growth curve canonical correlations discriminatory value central limit theorems asymptotic confindence bounds asymptotically independent normals

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153017