ABSTRACT
Probability distributions are the building blocks of several branches of statistics, among which are data modeling, hypothesis testing, regression and time series analysis. The normal, exponential, Student t, beta and log-normal are popular examples of distributions on the real line or on subintervals of R. In higher dimensions, the multivariate normal and the class of elliptically symmetric distributions on R p $ \mathbb{R}^{p} $ https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315119472/5ff6ea01-2f47-4320-8bbe-e544021cff79/content/inline-math2_2.tif"/> , p ≥ 2, have been thoroughly studied and are nowadays classical textbook examples (Fang et al. 1990).
