A survey on continuous elliptical vector distributions

• Autores: J. Miguel Marín, Miguel Ángel Gómez Villegas, Eusebio Gómez
• Localización: Revista matemática complutense, ISSN-e 1988-2807, ISSN 1139-1138, Vol. 16, Nº 1, 2003, págs. 345-361
• Idioma: inglés
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• Resumen

  • 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.