The Distribution of the Covariance Matrix for a Subset of Elliptical Distributions with Extension to Two Kurtosis Parameters
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- Ke-Hai Yuan & Peter Bentler, 2004. "On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions," Psychometrika, Springer;The Psychometric Society, vol. 69(3), pages 437-457, September.
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Keywordselliptical distributions covariance matrix moment generating functions kurtosis parameter;
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