A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property

@article{Wang2020ANC,
  title={A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property},
  author={Yeshunying Wang and Chuancun Yin},
  journal={Methodology and Computing in Applied Probability},
  year={2020},
  pages={1-31}
}
  • Yeshunying Wang, C. Yin
  • Published 1 August 2020
  • Mathematics
  • Methodology and Computing in Applied Probability
We introduce a new class of multivariate elliptically symmetric distributions including elliptically symmetric logistic distributions and Kotz type distributions. We investigate the various probabilistic properties including marginal distributions, conditional distributions, linear transformations, characteristic functions and dependence measure in the perspective of the inconsistency property. In addition, we provide a real data example to show that the new distributions have reasonable… 

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