A new class of symmetric distributions including the elliptically symmetric logistic

C Yin, Y Wang, X Sha�- Communications in Statistics-Theory and�…, 2022 - Taylor & Francis
C Yin, Y Wang, X Sha
Communications in Statistics-Theory and Methods, 2022Taylor & Francis
We introduce a new broad and flexible class of multivariate elliptically symmetric
distributions including 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. We also consider estimation issues associated
with the mean vector and the dispersion matrix. An analysis of a real life data set is�…
Abstract
We introduce a new broad and flexible class of multivariate elliptically symmetric distributions including 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. We also consider estimation issues associated with the mean vector and the dispersion matrix. An analysis of a real life data set is presented for illustrative purposes.
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