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Limiting distributions of high-dimensional multivariate Beta-type distributions

โœ Scribed by Tetsuro Sakurai


Book ID
113726794
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
245 KB
Volume
111
Category
Article
ISSN
0047-259X

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Limit distributions of multivariate kurt
โœ Yi Zhao; Sadanori Konishi ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 414 KB

The limit distribution of Mardia's measure of sample multivariate kurtosis is derived for a wide class of multivariate distributions which includes both the family of elliptical and Watson rotational symmetric distributions. Explicit expressions are given for the higher-order moments of Watson rotat