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 ...

S. Das Gupta, Optimum Classification Rules for Classification into Two Multivariate Normal Populations, The Annals of Mathematical Statistics, Vol. 36, No. 4 (Aug., 1965), ... It will be shown in this ...

The knowledge of the non-central Wishart distribution is applied to two general problems of multivariate normal statistics. The moments of the generalized variance, which is the determinant of sums of ...

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