Im working my way through a thesis paper that has a lot to do with this. I have a strong background in linear algebra which I've noticed is important as the determinant of the covariance matrix comes up a lot in density functions. Other than the linear algebra though, I've only taken an introductory course in statistics. Could anyone recommend some good reading on multivariate statistics/probability that can help me get through this paper? I'd like to understand concepts like the gamma distribution, elliptical distributions, and exponential densities, all in a multivariate setting. I have a copy of an introduction to multivariate statistical analysis by Anderson but I'm wondering if there exists anything else that might be better for an introduction.