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Gómez Sánchez-Manzano, Eusebio and Gómez Villegas, Miguel A. 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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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 |
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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: | 04 Mar 2016 15:01 |
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