Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions

TitleTesting the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
Publication TypeJournal Article
Year of Publication2017
AuthorsCoelho C, Roy A
JournalTest
Volume26
Pagination308-330
Date PublishedJUN
ISSN1133-0686
DOI10.1007/s11749-016-0512-4