The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multivariate elliptical symmetric distributions and some asymmetric distributions such as skew-elliptical distributions and their location-scale mixtures. In particular, we get simple closed form of characteristic functions for important cases such as the multivariate Student-$t$, Cauchy, logistic, Laplace, symmetric stable. The expressions of characteristic functions involve Bessel type functions or generalized hypergeometric series.
翻译:本文件的目的是统一所有椭圆和相关分布的特性功能的表达方式,这些分布方式包括多变量椭圆对称分布以及某些不对称分布方式,如Skew-ellopic分布及其位置尺度的混合物,特别是,对于诸如多变量学生-美元、Cauchy、后勤、Laplace、对称稳定等重要情况,我们获得简单封闭的特性功能形式,这些特征功能的表达方式涉及贝塞尔型函数或通用超几何序列。