Probability Density Function and Expected Values

Arjun K. Gupta, Tamas Varga and Taras Bodnar
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Arjun K. Gupta: Bowling Green State University, Department of Mathematics and Statistics
Tamas Varga: Damjanich
Taras Bodnar: Humboldt-University of Berlin, Department of Mathematics

Chapter Chapter 3 in Elliptically Contoured Models in Statistics and Portfolio Theory, 2013, pp 59-102 from Springer

Abstract: Abstract The probability density function of a matrix variate elliptically contoured distribution possesses some interesting properties which are presented in this chapter. Theanalytical expressions of higher order moments are given as well.

Keywords: Probability Density Function; Matrix Variate Case; Higher Order Moments; Multivariate Elliptical Distributions; Dimensional Real Space (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-8154-6_3

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DOI: 10.1007/978-1-4614-8154-6_3

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