Ir al contenido

Documat


Resumen de A survey on continuous elliptical vector distributions

J. Miguel Marín, Miguel Ángel Gómez Villegas Árbol académico, Eusebio Gómez

  • 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.


Fundación Dialnet

Mi Documat