A survey on continuous elliptical vector distributions

Abstract

In this paper it is taken up a revision and characterization of the class of abso- lutely continuous elliptical distributions upon a parameterization based on the density function. Their properties (probabilistic characteristics, aÆne trans- formations, marginal and conditional distributions and regression) are shown in a practical and easy to interpret way. Two examples are fully undertaken: the multivariate double exponential distribution and the multivariate uniform distribution. 2000 Mathematics Su