Elliptical Distributions
Elliptical Distributions is a family of multivariate probability distributions characterized by contours of equal density that form concentric ellipsoids, generalizing the multivariate normal distribution to include heavier tails and greater flexibility in dependence structure while preserving symmetry.
488
Publications
35.3K
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788
Authors
476
Institutions
Publications per year
2017–2026
65
Variants
Elliptically Contoured Distributions
488
Symmetric Multivariate and Related Distributions.
Sanat K. Sarkar, Kai-Tai Fang, Samuel Kotz et al. · Journal of the American Statistical Association · 1991 · 1.6K citations
The Variance Gamma (V.G.) Model for Share Market Returns
Dilip B. Madan, E. Seneta · The Journal of Business · 1990 · 1.6K citations
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788
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Rutgers, The State University of New Jersey, United States
8 publications · 1.6K citations
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476
University of Haifa
Haifa, Israel
13 h-index
24 publications
1.4K citations
University of Bern
Bern, Switzerland
12 h-index
13 publications
683 citations
Université Libre de Bruxelles
Brussels, Belgium
12 h-index
24 publications
1.1K citations
Rutgers, The State University of New Jersey
New Brunswick, United States
10 h-index
13 publications
1.1K citations

Centre National de la Recherche Scientifique
Paris, France
10 h-index
15 publications
455 citations
Pontificia Universidad Católica de Chile
Santiago, Chile
10 h-index
12 publications
1.1K citations
Princeton University
Princeton, United States
9 h-index
13 publications
1.5K citations
Universidade de São Paulo
São Paulo, Brazil
8 h-index
12 publications
1.1K citations
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40 publications · 3K citations
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22 publications · 2.1K citations
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18 publications · 3.2K citations
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ApJ · 18 publications · 3.1K citations
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18 publications · 551 citations
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