Characteristic functions of a class of elliptical distributions

DOI10.1006/JMVA.1994.1020MaRDI QIDQ1323855zbMATH OpenOpenAlexFDO

Authors Samuel Kotz, I. V. Ostrovskii

Publication date 3 July 1995

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1994.1020

zbMATH Keywords

momentscharacteristic functionsBessel functionsentire functionslognormal distributionCauchy theoremmultivariate elliptical distributionsKotz-type distributions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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Cited in

(16)

• The Kotz type ratio distribution
• Elliptically symmetric distributions: a review of achieved results and open issues
• A characterization of elliptical distributions and some optimality properties of principal components for functional data
• scientific article; zbMATH DE number 61262 (Why is no real title available?)
• scientific article; zbMATH DE number 1536260 (Why is no real title available?)
• Some extremal type elliptical distributions
• Folded bivariate distributions as models for magnitude correlation
• The Kotz-type distribution with applications
• RESPONSE TO LETTER TO THE EDITOR
• Extremes of conditioned elliptical random vectors
• A new class of multivariate elliptically contoured distributions with inconsistency property
• Asymptotic properties of type I elliptical random vectors
• Variance-mean mixture of Kotz-type distributions
• Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
• A new class of multivariate distributions: scale mixture of Kotz-type distributions
• On Kotz-type elliptical distributions

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