Khatri, C. G.; Mukerjee, Rahul - In: Statistics & Probability Letters 5 (1987) 3, pp. 187-190
The random vector x is said to have an elliptical contoured distribution provided its characteristic function (c.f.) is exp([radical sign]- 1 t'[mu]) [phi] (t' [Sigma]t) for all t [epsilon] Rp, where [mu] [epsilon] Rp and [Sigma] is positive semi-definite. When [mu] = 0 and [Sigma] = I, the...