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arXiv · 1810.10692

A New Class of Symmetric Distributions Including the Elliptically Symmetric Logistic

Chuancun Yin·Xiuyan Sha
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Abstract

We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied, including the distribution of linear transformations, marginal distributions, conditional distributions, moments, stochastic representations and characteristic function.

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Chuancun Yin, Xiuyan Sha. 2018-10-25. A New Class of Symmetric Distributions Including the Elliptically Symmetric Logistic. https://arxiv.org/abs/1810.10692

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