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A survey on continuous elliptical vector distributions

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

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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 08:49
Last Modified:06 Feb 2014 08:58

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