Some asymptotic inferential problems connected with elliptical distributions

C. G. Khatri

Journal of Multivariate Analysis, 1988, vol. 27, issue 2, 319-333

Abstract: Asymptotic confidence bounds on the location parameters of the linear growth curve, asymptotic distribution of the canonical correlations and asymptotic confidence bounds on the discriminatory value for the linear discriminant function are established when a set of independent observations are taken from an elliptical distribution (or from a distribution possessing some properties on the moments).

Keywords: linear; growth; curve; canonical; correlations; discriminatory; value; central; limit; theorems; asymptotic; confindence; bounds; asymptotically; independent; normals (search for similar items in EconPapers)
Date: 1988
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