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Cochran's Theorem for Elliptically Contoured Distributions

✍ Scribed by T. W. Anderson and Kai-Tai Fang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Non-central Cochran's theorem for ellipt

✍ Fan Jianqing 📂 Article 📅 1986 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 509 KB

Elliptically contoured distributions

✍ Yehoram Gordon 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 368 KB

Cochran theorems for a multivariate elli

✍ Wang Tonghui; Wong Chi Song 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 501 KB

Tail dependence for elliptically contour

✍ Rafael Schmidt 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 279 KB

Wang’s capital allocation formula for el

✍ Emiliano A. Valdez; Andrew Chernih 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 206 KB

Multivariate Elliptically Contoured Dist

✍ J. K. Lindsey 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 399 KB