An Invariant Property of the Elliptically Contoured
Distribution about the Non-Singular Matrix Transformation

Shi Aiju,Lin Jinguan

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PDF(216 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2010, Vol. 26 ›› Issue (5) : 449-458.
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An Invariant Property of the Elliptically Contoured
Distribution about the Non-Singular Matrix Transformation

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