On the Projections of Isotropic Distributions

  • Eaton M
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Abstract

The class of distribucionales of Rm, 1 =2, under what conditions will there exist a random vector X\in Rn such that a'X has the given distribution (up to a positive scale factor) for all a~=0, a\in Rm.

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Eaton, M. L. (2007). On the Projections of Isotropic Distributions. The Annals of Statistics, 9(2). https://doi.org/10.1214/aos/1176345404

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