A New Class of Symmetric Distributions Including the Elliptically Symmetric Logistic

DOI10.1080/03610926.2020.1818098MaRDI QIDQ6308747arXivFDO

Authors Chuancun Yin, Yeshunying Wang, Xiuyan Sha

Publication date 24 October 2018

Published in arXiv

Full work available at URL https://doi.org/10.1080/03610926.2020.1818098

Mathematics Subject Classification ID

Statistics (62-XX)

arXiv classification

math.PR

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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