Publication:
A survey on continuous elliptical vector distributions

Loading...
Thumbnail Image
Full text at PDC
Publication Date
2003
Advisors (or tutors)
Editors
Journal Title
Journal ISSN
Volume Title
Publisher
Universidad Complutense de Madrid
Citations
Google Scholar
Research Projects
Organizational Units
Journal Issue
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.
Description
Unesco subjects
Keywords
Citation
Collections