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On the theory of elliptically contoured distributions. (English) Zbl 0469.60019


MSC:

60E10 Characteristic functions; other transforms
60E05 Probability distributions: general theory
Full Text: DOI

References:

[1] Das Gupta, S.; Eaton, M. L.; Olkin, I.; Perlman, M.; Savage, L. J.; Sobel, M., Inequalities on the probability content of convex regions for elliptically contoured distributions, (Proc. Sixth Berkeley Symp. Math. Statist. Prob. 2 (1972), Univ. of California Press: Univ. of California Press Berkeley), 241-264 · Zbl 0253.60021
[2] Feller, W., (An Introduction to Probability and Its Applications, vol. 2 (1971), Wiley: Wiley New York) · Zbl 0138.10207
[3] Kelker, D., Distribution theory of spherical distributions and a location-scale parameter generalization, Sankhyā Ser. A, 32, 419-430 (1970) · Zbl 0223.60008
[4] Lukacs, E., (Characteristic Functions (1970), Hafner: Hafner New York) · Zbl 0201.20404
[5] Schoenberg, I. J., Metric spaces and completely monotone functions, Ann. of Math., 39, 811-841 (1938) · Zbl 0019.41503
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