Regular Article
Consistency Property of Elliptic Probability Density Functions

https://doi.org/10.1006/jmva.1994.1054Get rights and content
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Abstract

Several conditions are established under which a family of elliptical probability density functions possesses a preferable consistency property. The consistency property ensures that any marginal distribution of a random vector whose distribution belongs to a specific elliptical family also belongs to the family. Elliptical distributions with the property must be a mixture of normal distributions.

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