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I'm studying the elliptical family and I'd like to know the principal differences between the bivariate exponential and elliptical family.

Xi'an
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Wagner Jorge
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1 Answers1

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Following a result in Kelker (1970, Sankhya A), the Normal distribution is the only intersection between elliptical and exponential families. I recommend reading this fundamental paper about elliptical families, which are rarely covered by textbooks, as opposed to exponential families.

Xi'an
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