Items for "elliptical densities"

Parametric and semiparametric inference for shape: the role of the scale functional

We are considering the problem of efficient inference on the shape matrix of an elliptic distribution with unspecified location and either (a) fully specified radial density, (b) radial density specified up to a scale parameter, or (c) completely unspecified radial density...

Keywords: elliptical densities, shape matrices, local asymptotic normality, efficiency