A Note on Hilbertian Elliptically Contoured Distributions
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چکیده
In this paper, we discuss elliptically contoured distribution for random variables defined on a separable Hilbert space. It is a generalization of the multivariate elliptically contoured distribution to distributions on infinite dimensional spaces. Some theoretical properties of the Hilbertian elliptically contoured distribution are discussed, examples on functional data are investigated to illustrate the applications of such distributions.
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تاریخ انتشار 2007