Generalized complex elliptical distributions

@article{Ollila2004GeneralizedCE,
  title={Generalized complex elliptical distributions},
  author={E. Ollila and Visa Koivunen},
  journal={Processing Workshop Proceedings, 2004 Sensor Array and Multichannel Signal},
  year={2004},
  pages={460-464}
}
We introduce a new class of distributions called generalized complex elliptically symmetric distributions. Several distributions commonly used in the literature, for example, the multivariate complex normal and Cauchy and the generalized complex normal distribution, are prominent members of this class. The treatment covers both proper and improper random vectors and goes beyond second-order concepts in defining the distribution model. Some properties of these distributions are studied and… CONTINUE READING
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