Gómez Sánchez-Manzano, Eusebio and Gómez Villegas, Miguel Ángel and Marín Diazaraque, Juan Miguel (2003) A survey on continuous elliptical vector distributions. Revista matemática complutense, 16 (1). pp. 345-361. ISSN 1988-2807
![[img]](/style/images/fileicons/application_pdf.png)
| PDF 416Kb |
Official URL: http://www.mat.ucm.es/serv/revista/p_insm_es.htm
Abstract
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, a±ne 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 dis-tribution and the multivariate uniform distribution.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Elliptical distribution; Elliptically contoured distribution; Stochastic representation; Conditional and marginal distributions; Regression |
| Subjects: | Sciences > Mathematics > Applied statistics |
| ID Code: | 11164 |
| Deposited On: | 16 Sep 2010 10:49 |
| Last Modified: | 29 Aug 2011 09:17 |
Repository Staff Only: item control page
