A survey on continuous elliptical vector distributions

  • Eusebio Gómez
  • Miguel A. Gómez-villegas
  • J. Miguel Marín
DOI: https://doi.org/10.5209/rev_REMA.2003.v16.n1.16889

Abstract

In this paper it is taken up a revision and characterization of the class of abso- lutely continuous elliptical distributions upon a parameterization based on the density function. Their properties (probabilistic characteristics, aÆne trans- formations, 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. 2000 Mathematics Su

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Published
2003-01-01
How to Cite
Gómez E., Gómez-villegas M. A. y Marín J. M. (2003). A survey on continuous elliptical vector distributions. Revista Matemática Complutense, 16(1), 345-361. https://doi.org/10.5209/rev_REMA.2003.v16.n1.16889
Issue
Vol. 16 No. 1 (2003)
Section
Articles

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