A survey on continuous elliptical vector distributions

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.