RT Journal Article
T1 A survey on continuous elliptical vector distributions
A1 Gómez Sánchez-Manzano, Eusebio
A1 Gómez Villegas, Miguel A.
A1 Marín Diazaraque, Juan Miguel
AB 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.
PB Universidad Complutense de Madrid
SN 1988-2807
YR 2003
FD 2003
LK https://hdl.handle.net/20.500.14352/56905
UL https://hdl.handle.net/20.500.14352/56905
LA eng
NO DGICYT
DS Docta Complutense
RD 27 abr 2024