𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Correcting remarks on “characterization of normality within the class of elliptical contoured distributions”

✍ Scribed by T. Cacoullos; C.G. Khatri


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
147 KB
Volume
11
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


The correlation structure of the sample
✍ Marc G. Genton 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 375 KB

In the context of time series, the classical estimator of the autocovariance function can be written as a quadratic form of the observations. If data have an elliptically contoured distribution with constant mean, then the correlation between the sample autocovariance function at two different lags

A Note on the Characterization of the No
✍ Dr. M. Ahsanullah 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 127 KB 👁 2 views

Suppose X,, X,, ..., X, are independent and identically distributed random variables with absolutely continuous distribution function F. It is known that if F is standard normal distribution then (i) 2 X : is a chi-square with n degrees of freedom and (ii) nX2 is a chi-square with 1 degrees of freed