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.
KeywordsRandom Vector Spectral Measure Stable Distribution Dimensional Projection Elliptical Distribution
Unable to display preview. Download preview PDF.
- 1.American University, Washington DC.Google Scholar