Kamiya, Hidehiko; Takemura, Akimichi - In: Journal of Multivariate Analysis 99 (2008) 3, pp. 339-357
Elliptically contoured distributions can be considered to be the distributions for which the contours of the density functions are proportional ellipsoids. Kamiya, Takemura and Kuriki [Star-shaped distributions and their generalizations, J. Statist. Plann. Inference, 2006, available at <http://arxiv.org/abs/math.ST/0605600>, to...</http://arxiv.org/abs/math.st/0605600>