Marc, Hallin; Davy, Paindaveine - In: Statistics & Risk Modeling 24 (2006) 3, pp. 24-24
We are considering the problem of efficient inference on the shape matrix of an elliptic distribution with unspecified location and either (a) fully specified radial density, (b) radial density specified up to a scale parameter, or (c) completely unspecified radial density. Bickel in [1] has...