Measures of Multivariate Kurtosis In many applications, the manifest variables are not even approximately multivariate normal. If this happens to be the case with your data set, the default ...

The problem of classifying an observation into one of two multivariate normal populations with the same covariance matrix has been thoroughly discussed by Anderson [1] when the populations are ...

The non-central Wishart distribution is the joint distribution of the sums of squares and cross-products of the deviations from the sample means when the observations arise from a set of normal ...

Multivariate Normal Distribution: A generalisation of the univariate normal distribution to multiple dimensions, characterised by a mean vector and a covariance matrix.