ABSTRACT
In this chapter classes of spherically and elliptically symmetric distributions which are extensions of multinormal distributions are defined and a discussion of those classes is given. Some basic properties are presented in Sections 2.2, 2.3, 2.4 and 2.5. In Section 2.6, we concentrate on the class of mixtures of normal distributions, the most important subclass of elliptically symmetric distributions. Some applications to robust statistics and linear models are given in Section 2.7. Finally log-elliptically symmetric and additive logistic elliptical distributions are briefly discussed in Section 2.8 and complex elliptically symmetric distributions in Section 2.9.
