6533b7d7fe1ef96bd1268576

RESEARCH PRODUCT

Elliptically Symmetric Distributions: A Review of Achieved Results and Open Issues

Fiorella Romito

subject

Normal distributionMultivariate statisticsOrder (business)media_common.quotation_subjectStatisticsMultivariate normal distributionStatistical modelExcess returnNormalitymedia_commonMathematics

description

The spherically and elliptically symmetrical distributions are used in different statistical areas for different purposes such as the description of multivariate data, in order to find alternatives to the normal distribution in multinormality tests and in the creation of statistical models in which the usual assumption of normality is not realistic. Some achieved results, open issues and some proposals for their use in applications, especially in the financial area, are here presented.

yearjournalcountryeditionlanguage
2005-08-18
https://doi.org/10.1007/3-540-27373-5_43