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Projected Elliptical Distributions
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作者 Winfried Stute Uwe Werner 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2005年第2期285-294,共10页
Abstract We introduce a new parametrization of elliptically contoured densities and study the associated family of projected (circular) distributions. In particular we investigate the trigonometric moments and some co... Abstract We introduce a new parametrization of elliptically contoured densities and study the associated family of projected (circular) distributions. In particular we investigate the trigonometric moments and some convolution properties. 展开更多
关键词 Elliptically contoured distributions PROJECTION circular random variables trigonometric moments CONVOLUTION
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