Welcome to European Tribune. It's gone a bit quiet around here these days, but it's still going.
No, I'm just saying the guy whose page I linked to upthread seemed enamored with "elliptical distributions" which are parameterised by mean, covariance, and a probability distribution for the Mahalanobis distance, which allow most of the multivariate "Gaussian" matrix algebra to be recycled, and are general enough to incorporate fat tails if necessary.

Can the last politician to go out the revolving door please turn the lights off?
by Carrie (migeru at eurotrib dot com) on Fri Jun 22nd, 2007 at 10:09:13 AM EST
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