Let F0 be a multi-normal distribution function, and let F(x − θ) = [F0(x − θ)]λ , for some λ > 0. For λ 6= 1, will F belong to the marginal symmetric family? Will it belong to the elliptically...


Let F0 be a multi-normal distribution function, and let F(x − θ) = [F0(x − θ)]λ , for some λ > 0. For λ 6= 1, will F belong to the marginal symmetric family? Will it belong to the elliptically symmetric, diagonally symmetric, spherically symmetric family?



May 23, 2022
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