Basic Properties

  • Arjun K. Gupta
  • Tamas Varga
  • Taras Bodnar
Chapter

Abstract

In the literature, several definitions of elliptically contoured distributions can befound, e.g. see Anderson and Fang (1982b), Fang and Chen (1984), and Sutradhar and Ali(1989). We use the definition given in Gupta and Varga (1994b). Moreover, we present somebasic properties of matrix variate elliptically contoured distributions, such as the stochasticrepresentation, the conditional and marginal distributions. Finally, several families of matrix variate elliptically contoured distributions are introduced.

Keywords

Covariance 

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Arjun K. Gupta
    • 1
  • Tamas Varga
    • 2
  • Taras Bodnar
    • 3
  1. 1.Department of Mathematics and StatisticsBowling Green State UniversityBowling GreenUSA
  2. 2.DamjanichBudapestHungary
  3. 3.Department of MathematicsHumboldt-University of BerlinBerlinGermany

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