Some New Elliptical Distributions

Multivariate elliptical distributions have received special attention in the last decade. The book by Fang et al. (1990) provides a rather detailed analysis of these distributions. Briefly, an n-dimensional random vector Z=(Z_l, …, Z_n) is said to have an elliptically contoured distribution if its joint density takes the form: (1) https://www.w3.org/1998/Math/MathML"> f z = Σ − 1 2 g z − μ T Σ − 1 z − μ , https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781410609120/db443ad0-bb03-4996-b7bc-709358f9efe4/content/eq222_B.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/>