Fernandez, Carmen; Osiewalski, Jacek; Steel, M. F. J. - School of Economics, University of Edinburgh - 2004
We represent random variables $Z$ that take values in $\Re^n-\{0\}$ as $Z=RY$, where $R$ is a positive random variable and $Y$ takes values in an $(n-1)$-dimensional space $\cal Y$. By fixing the distribution of either $R$ or $Y$, while imposing independence between them, different classes of...
