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Quadratic Forms and other Functions of Elliptically Contoured Matrices

  • A. K. Gupta
  • T. Varga
Chapter
  • 188 Downloads
Part of the Mathematics and Its Applications book series (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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Copyright information

© Springer Science+Business Media Dordrecht 1993

Authors and Affiliations

  • A. K. Gupta
    • 1
  • T. Varga
    • 2
  1. 1.Department of Mathematics and StatisticsBowling Green State UniversityBowling GreenUSA
  2. 2.AB-AEGON General Insurance CompanyBudapestHungary

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