A survey on continuous elliptical vector distributions

  1. Marín, J. Miguel
  2. Gómez Villegas, Miguel Ángel
  3. Gómez, Eusebio
Revista:
Revista matemática complutense

ISSN: 1139-1138,  1988-2807

Any de publicació: 2003

Volum: 16

Número: 1

Pàgines: 345-361

Tipus: Article

DOI: 10.5209/REV_REMA.2003.V16.N1.16889 DIALNET GOOGLE SCHOLAR lock_openAccés obert editor

Altres publicacions en: Revista matemática complutense

Resum

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, affine 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 distribution and the multivariate uniform distribution.

Fuente de los datos: Dialnet