A survey on continuous elliptical vector distributions.
Gómez, Eusebio ; Gómez-Villegas, Miguel A. ; Marín, J. Miguel
Revista Matemática de la Universidad Complutense de Madrid, Tome 16 (2003), p. 345-361 / Harvested from Biblioteca Digital de Matemáticas
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In this paper it is taken up a revision and characterization of the class of absolutely continuous elliptical distributions upon a parameterization based on the density function. Their properties (probabilistic characteristics, affine transformations, marginal and conditional distributions and regression) are shown in a practical and easy to interpret way. Two examples are fully undertaken: the multivariate double exponential distribution and the multivariate uniform distribution.

Publié le : 2003-01-01
DMLE-ID : 954 
@article{urn:eudml:doc:44501,
     title = {A survey on continuous elliptical vector distributions.},
     journal = {Revista Matem\'atica de la Universidad Complutense de Madrid},
     volume = {16},
     year = {2003},
     pages = {345-361},
     zbl = {1041.60016},
     mrnumber = {MR2031887},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:44501}
}

Gómez, Eusebio; Gómez-Villegas, Miguel A.; Marín, J. Miguel. A survey on continuous elliptical vector distributions.. Revista Matemática de la Universidad Complutense de Madrid, Tome 16 (2003) pp. 345-361. http://gdmltest.u-ga.fr/item/urn:eudml:doc:44501/