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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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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description	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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source	JSTOR Mathematics & Statistics; Jstor Complete Legacy
subjects	Covariance matrices Mathematical theorems Mathematical triviality Matrices Random variables
title	Characterizations of the Forms of Covariance Matrix of an Elliptically Contoured Distribution
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