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On some properties of elliptical distributions
KTH, School of Architecture and the Built Environment (ABE), Centres, Centre for Banking and Finance, Cefin. (Center for Banking and Finance)
2017 (English)Report (Other academic)
Abstract [en]

We look at a characterization of elliptical distributions in the case when finiteness of moments of the random vector is not assumed. Some additional results regarding elliptical distributions are also presented.
Place, publisher, year, edition, pages
KTH Royal Institute of Technology, 2017. , p. 10
Keywords [en]
Elliptical distributions, multivariate distributions
National Category
Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-208213OAI: oai:DiVA.org:kth-208213DiVA, id: diva2:1105069
Note

QC 20170612

Available from: 2017-06-02 Created: 2017-06-02 Last updated: 2024-03-15Bibliographically approved

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fulltext(260 kB)2783 downloads
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File name FULLTEXT01.pdfFile size 260 kBChecksum SHA-512
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Type fulltextMimetype application/pdf

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Armerin, Fredrik

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
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