Predictive inference for singular multivariate elliptically contoured distributions
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- Nkurunziza, Sévérien & Chen, Fuqi, 2013. "On extension of some identities for the bias and risk functions in elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 190-201.
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Keywords
Singular elliptically contoured distribution Singular matrix-T distribution Predictive distribution Generalized inverse Wishart distributions Hausdorff measure;Statistics
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