A New Class of Symmetric Distributions Including the Elliptically Symmetric Logistic
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Publication:6308747
DOI10.1080/03610926.2020.1818098arXiv1810.10692MaRDI QIDQ6308747
Yeshunying Wang, Chuan-Cun Yin, Xiuyan Sha
Publication date: 24 October 2018
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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