The Distribution of the Covariance Matrix for a Subset of Elliptical Distributions with Extension to Two Kurtosis Parameters
| Year of publication: |
1996
|
|---|---|
| Authors: | Steyn, H. S. |
| Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 58.1996, 1, p. 96-106
|
| Publisher: |
Elsevier |
| Keywords: | elliptical distributions covariance matrix moment generating functions kurtosis parameter |