Characterizations of the Forms of Covariance Matrix of an Elliptically Contoured Distribution

Characterizations of the Forms of Covariance Matrix of an Elliptically Contoured Distribution

Some characterization theorems are given about the forms of the covariance matrix of an elliptically contoured distribution, based on the property that some regions of$\mathbf{\mathit{R}}^{\mathbf{\mathit{p}}}$have equal probabilities.

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Bibliographische Detailangaben
Veröffentlicht in:Sankhya. Series A 1988-06, Vol.50 (2), p.205-210
Hauptverfasser: Nomakuchi, Kentaro, Sakata, Toshio
Format: Artikel
Sprache:eng
Schlagworte:
Covariance matrices
Mathematical theorems
Mathematical triviality
Matrices
Random variables
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Zusammenfassung:Some characterization theorems are given about the forms of the covariance matrix of an elliptically contoured distribution, based on the property that some regions of$\mathbf{\mathit{R}}^{\mathbf{\mathit{p}}}$have equal probabilities.
ISSN:0581-572X