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Projected Elliptical Distributions

Projected Elliptical Distributions We introduce a new parametrization of elliptically contoured densities and study the associated family of projected (circular) distributions. In particular we investigate the trigonometric moments and some convolution properties. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Projected Elliptical Distributions

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Publisher
Springer Journals
Copyright
Copyright © 2005 by Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-005-0236-9
Publisher site
See Article on Publisher Site

Abstract

We introduce a new parametrization of elliptically contoured densities and study the associated family of projected (circular) distributions. In particular we investigate the trigonometric moments and some convolution properties.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jan 1, 2005

References