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Título:
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A survey on continuous elliptical vector distributions
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Autores:
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Gómez Sánchez-Manzano, Eusebio ;
Gómez Villegas, Miguel A. ;
Marín Diazaraque, Juan Miguel
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Tipo de documento:
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texto impreso
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Editorial:
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Universidad Complutense de Madrid, 2003
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Estadística aplicada
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Tipo = Artículo
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Resumen:
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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, 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.
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En línea:
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https://eprints.ucm.es/id/eprint/11164/1/2003surv.pdf
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