Ferreira, José T. A. S.; Steel, Mark F. J. - In: Journal of the Royal Statistical Society Series B 67 (2005) 4, pp. 599-616
We introduce the directionally dispersed class of multivariate distributions, a generalization of the elliptical class. By allowing dispersion of multivariate random variables to vary with direction it is possible to generate a very wide and flexible class of distributions. Directionally...
