Cacoullos, T. - In: Journal of Multivariate Analysis 128 (2014) C, pp. 147-153
Let X=(X1,…,Xn)′ follow a spherically or elliptically symmetric distribution centered at zero, and Yi=Xi+1/X1, Y=(Y1,…,Yn−1)′. It is shown that under spherical symmetry Y has a symmetric Cauchy distribution and under elliptical symmetry a general Cauchy distribution. Geometrically, Y...