A survey on continuous elliptical vector distributions.

Eusebio Gómez; Miguel A. Gómez-Villegas; J. Miguel Marín

Revista Matemática Complutense (2003)

  • Volume: 16, Issue: 1, page 345-361
  • ISSN: 1139-1138

Abstract

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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.

How to cite

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Gómez, Eusebio, Gómez-Villegas, Miguel A., and Marín, J. Miguel. "A survey on continuous elliptical vector distributions.." Revista Matemática Complutense 16.1 (2003): 345-361. <http://eudml.org/doc/44501>.

@article{Gómez2003,
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, 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.},
author = {Gómez, Eusebio, Gómez-Villegas, Miguel A., Marín, J. Miguel},
journal = {Revista Matemática Complutense},
keywords = {Teoría de la distribución; Análisis multivariante; Distribuciones elípticas; elliptic distribution; elliptically contoured distribution; stochastic representation},
language = {eng},
number = {1},
pages = {345-361},
title = {A survey on continuous elliptical vector distributions.},
url = {http://eudml.org/doc/44501},
volume = {16},
year = {2003},
}

TY - JOUR
AU - Gómez, Eusebio
AU - Gómez-Villegas, Miguel A.
AU - Marín, J. Miguel
TI - A survey on continuous elliptical vector distributions.
JO - Revista Matemática Complutense
PY - 2003
VL - 16
IS - 1
SP - 345
EP - 361
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, 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.
LA - eng
KW - Teoría de la distribución; Análisis multivariante; Distribuciones elípticas; elliptic distribution; elliptically contoured distribution; stochastic representation
UR - http://eudml.org/doc/44501
ER -

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