Multivariate Three-Parameter Log-Elliptical Distributions

DOI10.1080/03610921003672204zbMath1216.62079OpenAlexW1964990491MaRDI QIDQ3015908

José A. Díaz-García, J. Fernando Vera

Publication date: 13 July 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610921003672204

zbMATH Keywords

elliptical distributionthree-parameter lognormal distributionBIC statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Subjective Bayesian Analysis of the Elliptical Model

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