On the theory of elliptically contoured distributions
AbstractThe theory of elliptically contoured distributions is presented in an unrestricted setting, with no moment restrictions or assumptions of absolute continuity. These distributions are defined parametrically through their characteristic functions and then studied primarily through the use of stochastic representations which naturally follow from the work of Schoenberg  on spherically symmetric distributions. It is shown that the conditional distributions of elliptically contoured distributions are elliptically contoured, and the conditional distributions are precisely identified. In addition, a number of the properties of normal distributions (which constitute a type of elliptically contoured distributions) are shown, in fact, to characterize normality.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 11 (1981)
Issue (Month): 3 (September)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page. reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.