par Paindaveine, Davy
Editeur scientifique El-Shaarawi, ;Piegorsch,
Référence Encyclopedia of Environmetrics, John Wiley & Sons Ltd, Chichester, UK, Ed. 2, page (802-807)
Publication Publié, 2012
Partie d'ouvrage collectif
Résumé : This article first reviews the definition of elliptically symmetric distributions and discusses identifiability issues. It then presents results related to the corresponding characteristic functions, moments, marginal and conditional distributions, and considers the absolutely continuous case. Some well known instances of elliptical distributions are provided. Finally, inference in elliptical families is briefly discussed.