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. Author manuscript; available in PMC: 2015 Jan 1.
Published in final edited form as: J Am Stat Assoc. 2014 Mar 19;109(505):275–287. doi: 10.1080/01621459.2013.844699

Figure 2.

Figure 2

Densities of two 2-dimensional meta-elliptical distributions. (A) The component functions have the form f1(x) = sign(x)|x|2 and f2(x) = x3, and after transformation follows a Gaussian distribution. (B) The component functions have the form f1(x) = f2(x) = log(x), and after transformation follows a Cauchy distribution. In both cases the latent generalized correlation matrix has all off-diagonal values to be 0.5.