Multivariate Elliptically Contoured Distributions for Repeated Measurements

Summary. The multivariate power exponential distribution, a member of the multivariate elliptically contoured family, provides a useful generalization of the multivariate normal distribution for the modeling of repeated measurements. Both light and heavy tailed distributions are included. The covariance matrix retains its interpretation so that it can easily be structured for serial dependence and several levels of variance components. A crossover trial on insulin applied to rabbits, with a series of repeated measurements within each period, is analyzed by means of this distribution using autocorrelation and two levels of variance components.