 On the theory of elliptically contoured distributionsStamatis Cambanis, Steel Huang and Gordon Simons Journal of Multivariate Analysis, 1981, vol. 11, issue 3, 368-385 Abstract: The theory of elliptically contoured distributions is presented in an unrestricted setting, with no moment restrictions or assumptions of absolute continuity. These distributions are defined parametrically through their characteristic functions and then studied primarily through the use of stochastic representations which naturally follow from the work of Schoenberg [5] on spherically symmetric distributions. It is shown that the conditional distributions of elliptically contoured distributions are elliptically contoured, and the conditional distributions are precisely identified. In addition, a number of the properties of normal distributions (which constitute a type of elliptically contoured distributions) are shown, in fact, to characterize normality. Keywords: Elliptically; contoured; multivariate; spherically; symmetric; characteristic; function; Laplace; transform; conditional; distribution; characterizations; of; normality (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385 Ordering information: This journal article can be ordered from Access Statistics for this article Journal of Multivariate Analysis is currently edited by de Leeuw, J. More articles in Journal of Multivariate Analysis from Elsevier |
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