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Basic Properties

  • A. K. Gupta
  • T. Varga
Chapter
  • 192 Downloads
Part of the Mathematics and Its Applications book series (MAIA, volume 240)

Abstract

In the literature, several definitions of elliptically contoured distributions can be found, e.g. see Anderson and Fang (1982b), Fang and Chen (1984), and Sutradhar and Ali (1989). We will use the following definition given in Gupta and Varga (1991c).

Keywords

Characteristic Function Conditional Distribution Random Matrix Matrix Variate Stochastic Representation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer Science+Business Media Dordrecht 1993

Authors and Affiliations

  • A. K. Gupta
    • 1
  • T. Varga
    • 2
  1. 1.Department of Mathematics and StatisticsBowling Green State UniversityBowling GreenUSA
  2. 2.AB-AEGON General Insurance CompanyBudapestHungary

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