Characterization Results

Arjun K. Gupta, Tamas Varga and Taras Bodnar
Additional contact information
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 6 in Elliptically Contoured Models in Statistics and Portfolio Theory, 2013, pp 145-169 from Springer

Abstract: Abstract In this chapter, we characterize the parameters of matrix variate ellipticallycontoured distributions which are invariant under certain linear transformations. Further-more, it is shown that if matrix variate elliptically contoured distributions possess certain properties, they must be normal.

Keywords: Characterization Results; Linear Transformation; Variance Matrix; Conditional Central Moments; Random Matrix (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-8154-6_6

Ordering information: This item can be ordered from
http://www.springer.com/9781461481546

DOI: 10.1007/978-1-4614-8154-6_6

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().