Elliptical and Related Distributions


In Section 11.1 we first recall some well-known, basic facts about multivariate Gaussian and log-normal models. The Gaussian distributions will serve as examples of spherical and elliptical distributions in Section 11.2. An introduction to multivariate Student and multivariate sum-stable distributions is separately treated in the Sections 11.3 and 11.4.


Random Vector Spectral Measure Stable Distribution Dimensional Projection Elliptical Distribution 
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