A Representation for Ellipsoidal Distributions

DOI10.1137/0143078zbMath0532.62029OpenAlexW2048775336MaRDI QIDQ3314748

Donald R. Jensen, Irving John Good

Publication date: 1983

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0143078

zbMATH Keywords

invariancerepresentationsmixturesuniform measuresellipsoidal distributionsgeneralized Rayleigh variatesspherical laws

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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