Majorants and Minorants for Elliptic Measures on k

D. R. Jensen

Journal of Multivariate Analysis, 1993, vol. 47, issue 2, 269-282

Abstract: Let [mu](· ; [Sigma], G1) and [mu](· ; [Omega], G2) be elliptically contoured measures on k centered at 0, having scale parameters ([Sigma], [Omega]) and radial cdf's (G1, G2). Elliptical measures vm(·) and vM(·), depending on ([Sigma], [Omega], G1, G2), are constructed such that Vm(C)

Date: 1993
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