A new class of symmetric distributions including the elliptically symmetric logistic

Chuancun Yin, Yeshunying Wang and Xiuyan Sha

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 13, 4537-4558

Abstract: We introduce a new broad and flexible class of multivariate elliptically symmetric distributions including the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied, including the distribution of linear transformations, marginal distributions, conditional distributions, moments, stochastic representations and characteristic function. We also consider estimation issues associated with the mean vector and the dispersion matrix. An analysis of a real life data set is presented for illustrative purposes.

Date: 2022
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DOI: 10.1080/03610926.2020.1818098

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