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Showing 1 to 1 of 1 for “"vector laws"”.
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Invariant tests for scale parameters under elliptical symmetry
… considered are the spherically symmetric vector laws, i.e. laws for which x(nx1) and Px have the same distribution for every (nxn) orthogonal matrix P, and natural extensions of these to laws of random matrices. If x has a spherical law, then the distribution of Ax + b is said to be …