A class of spherical and elliptical distributions with Gaussian-like limit properties

DOI10.1155/2012/467187zbMath1236.60017OpenAlexW1970262245WikidataQ58910965 ScholiaQ58910965MaRDI QIDQ764432

Chris Sherlock, Daniel M. Elton

Publication date: 13 March 2012

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/467187

zbMATH Keywords

elliptically symmetric distributionsGaussian-like limit propertiesspherically symmetric random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites Work

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• Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
• A dozen de Finetti-style results in search of a theory
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• Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule