Modeling and Inference with v-Spherical Distributions

DOI10.2307/2291523zbMath0868.62045OpenAlexW4247365072MaRDI QIDQ3128749

Carmen Fernández, Jacek Osiewalski, Mark F. J. Steel

Publication date: 11 August 1997

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2291523

zbMATH Keywords

skewnesslocation-scale modelscontinuous multivariate distributionsv-spherical distributionsisodensity setsgeneralization of exponential power distributionsmarginally equivalent Bayesian modelsrobustness results

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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