Abstract
A general theorem on the limiting distribution of the generalizedt-distribution is obtained, many applications of this theorem to some subclasses of elliptically contoured distributions including multivariate normal and multivariatet distributions are discussed. Further, their limiting distributions by density function are derived.
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This project is supported by the National Natural Science Foundation of China and by Grant DA01070 from U.S. Public Health Service.
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Fang, K., Yuan, K. The limiting distributions of some subclasses of the generalized non-centralt-distribution. Acta Mathematicae Applicatae Sinica 9, 71–81 (1993). https://doi.org/10.1007/BF02009634
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DOI: https://doi.org/10.1007/BF02009634