1994•Statistics & Probability LettersRequires access

Covariance matrices of quadratic forms in elliptical distributions

Yi Zhao

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Key concepts: Elliptical distribution, Mathematics, Estimation of covariance matrices, Covariance matrix, Covariance, Multivariate normal distribution, Law of total covariance, Scatter matrix

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Covariance matrices of quadratic forms in elliptical distributions — Research Paper | ScholarLens