A survey on continuous elliptical vector distributions
- Marín, J. Miguel
- Gómez Villegas, Miguel Ángel
- Gómez, Eusebio
ISSN: 1139-1138, 1988-2807
Datum der Publikation: 2003
Ausgabe: 16
Nummer: 1
Seiten: 345-361
Art: Artikel
Andere Publikationen in: Revista matemática complutense
Zusammenfassung
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.