EVS椭球等高矩阵分布中的正态性刻划

The normal description of elliptical contoured matrix distribution

近年来多人研究了模型误差服从椭球等高分布情况下的性质,并得出较好结论.在假定样本服从向量椭球等高分布情况下,进一步完善样本来自正态分布的等价性刻划.

Many people have researched model property when the model error is an elliptical contoured distribution,and they have arrived at some favorable conclusions.This paper elaborates more equal descriptions that the samples conform the normal distribution,if some samples conform to the vector elliptical contoured distribution.