Consistency property of elliptical probability density functions
From MaRDI portal
Recommendations
- The relative canonical algebra for genus 4 fibrations
- Eventual convexity of probability constraints with elliptical distributions
- scientific article; zbMATH DE number 4102308
- scientific article; zbMATH DE number 4080000
- Characterization of elliptic distributions
- A consistency theorem for regular conditional distributions
- (Sub-)differentiability of probability functions with elliptical distributions
Cited in
(51)- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
- Principal points of a multivariate mixture distribution
- Bayesian semiparametric analysis for latent variable models with mixed continuous and ordinal outcomes
- On \(p\)-generalized elliptical random processes
- Implicit Copula Variational Inference
- A new class of symmetric distributions including the elliptically symmetric logistic
- Errors of misclassification in discrimination of dimensional coherent elliptic random field observations
- Box-Cox elliptical distributions with application
- On a construction of multivariate distributions given some multidimensional marginals
- Estimation of the precision matrix of multivariate Kotz type model
- On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
- Quantile predictions for elliptical random fields
- The Kotz-type distribution with applications
- Robustness properties of dispersion estimators
- Entropy-based test for generalised Gaussian distributions
- Symmetric Gaussian mixture distributions with GGC scales
- On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
- “Tail Conditional Expectations for Elliptical Distributions,” Zinoviy M. Landsman and Emiliano A. Valdez, October 2003
- Some properties of skew-symmetric distributions
- Estimation of the precision matrix of multivariate Pearson type II model
- Stein's lemma for elliptical random vectors
- On the regular variation of elliptical random vectors
- Bayesian sensitivity analysis in elliptical linear regression models
- Spatial expectile predictions for elliptical random fields
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
- Asymptotic robustness of standard errors in multilevel structural equation models
- Mathematical properties of the multivariate \(t\) distribution
- A formulation for continuous mixtures of multivariate normal distributions
- A note on Bayesian spatial prediction using the elliptical distribution.
- A robust Bayesian approach for structural equation models with missing data
- Tweedie-type formulae for a multivariate Laplace distribution
- On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables
- Flexible distributions as an approach to robustness: the skew-\(t\) case
- Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables
- Conditional limiting distribution of type III elliptical random vectors
- An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations
- Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data
- Tail asymptotic results for elliptical distributions
- Characterizations of some subclasses of spherical distributions
- 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
- A new class of multivariate distributions: scale mixture of Kotz-type distributions
- New insights on the multivariate skew exponential power distribution
- Assessing heterogeneity for factor analysis model with continuous and ordinal outcomes
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors
- Rank covariance matrix estimation of a partially known covariance matrix
- A Wasserstein-Type Distance in the Space of Gaussian Mixture Models
- Constructing models for spherical and elliptical densities
- Skew scale mixtures of normal distributions: properties and estimation
This page was built for publication: Consistency property of elliptical probability density functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1340285)
