Accession Number : ADA115316

Title :   On the Theory of Multivariate Elliptically Contoured Distributions and Their Applications.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Anderson,T W ; Fang,Kai-Tai

PDF Url : ADA115316

Report Date : May 1982

Pagination or Media Count : 49

Abstract : In this paper, the multivariate elliptically contoured distributions which generalize the elliptically contoured distribution to the case of a matrix are defined and a special class of multivariate elliptically contoured distributions is studied in detail. For this class we obtain the distributions of the following statistics: correlation coefficients, multiple correlation coefficients, Hotelling's T2, sample covariance matrix, generalized variance, characteristic roots of the covariance matrix, quadratic forms, etc. Some multivariate statistical applications are discussed. (Author)

Descriptors :   *Distribution theory, *Multivariate analysis, *Sampling, Matrices(Mathematics), Coefficients, Covariance, Contours, Quadratic equations

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE