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Quadratic Forms and other Functions of Elliptically Contoured Matrices

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Part of the book series: Mathematics and Its Applications ((MAIA,volume 240))

Abstract

Anderson and Fang (1987) studied how results, similar to Cochran’ s theorem can be derived for m.e.c. distributions. This section presents their results. Results from Anderson and Fang (1982b) are also used.

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© 1993 Springer Science+Business Media Dordrecht

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Gupta, A.K., Varga, T. (1993). Quadratic Forms and other Functions of Elliptically Contoured Matrices. In: Elliptically Contoured Models in Statistics. Mathematics and Its Applications, vol 240. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-1646-6_5

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  • DOI: https://doi.org/10.1007/978-94-011-1646-6_5

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-4719-7

  • Online ISBN: 978-94-011-1646-6

  • eBook Packages: Springer Book Archive

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