The Distribution of the Covariance Matrix for a Subset of Elliptical Distributions with Extension to Two Kurtosis Parameters

H. S. Steyn

Journal of Multivariate Analysis, 1996, vol. 58, issue 1, 96-106

Keywords: elliptical; distributions; covariance; matrix; moment; generating; functions; kurtosis; parameter (search for similar items in EconPapers)
Date: 1996
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