A general theorem on the limiting distribution of the generalized t-distribution is obtained,many applications of this theorem to some subclasses of elliptically contoured distributions in cluding multivariate normal ...A general theorem on the limiting distribution of the generalized t-distribution is obtained,many applications of this theorem to some subclasses of elliptically contoured distributions in cluding multivariate normal and multivariate t distributions are discussed.Further,their limiting distributions by density function are derived.展开更多
基金This project is supported by the National Natural Science Foundation of Chinaby Grant DA01070 from U.S. Public Health Service
文摘A general theorem on the limiting distribution of the generalized t-distribution is obtained,many applications of this theorem to some subclasses of elliptically contoured distributions in cluding multivariate normal and multivariate t distributions are discussed.Further,their limiting distributions by density function are derived.
