‘The Mahalanobls distance and elliptic distributions’

Abstract

On page 466 the multiplier, c h , of the Mahalanobis distance has been wrongly defined as c h =b h /a h . The correct definition is C h =a h b h which from Mitchell (1989) is the inverse of the asymptotic efficiency of the sample mean as an estimator of the mean, μ, of the corresponding elliptic family of distributions.