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On the Theory of Multivariate Elliptically Contoured Distributions and Their Applications.
T. W. Anderson,Kai-Tai Fang +1 more
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TLDR
In this paper, a special class of multivariate elliptically contoured distributions is studied in detail, which generalize the elliptically-constructed distribution to the case of a matrix.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)read more
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Note(s): Extremal t processes: Elliptical domain of attraction and a spectral representation
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Lp-norm spherical distribution
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Multivariate Statistical Models for Image Denoising in the Wavelet Domain
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