Multivariate three-parameter log-elliptical distributions

DOI10.1080/03610921003672204MaRDI QIDQ3015908zbMATH OpenOpenAlexFDO

Authors 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

BIC statisticelliptical distributionthree-parameter lognormal distribution

Mathematics Subject Classification ID

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

Recommendations

• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• Elliptical multivariate analysis
• A new class of multivariate elliptically contoured distributions with inconsistency property
• scientific article; zbMATH DE number 503457
• scientific article; zbMATH DE number 139852

Cites work

• A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
• A new family of life distributions for dependent data: estimation
• Bayes Factors
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Bounds and approximations for sums of dependent log-elliptical random variables
• Doubly Non-centraltand Distributions Obtained Under Singular and Non-singular Elliptic Distributions
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• Modeling by shortest data description
• On the Gibrat Distribution
• Separating latent classes by information criteria
• SINGULAR ELLIPTICAL DISTRIBUTION: DENSITY AND APPLICATIONS
• Statistical Size Distributions in Economics and Actuarial Sciences
• The Graduation of Income Distributions
• The Three-Parameter Lognormal Distribution and Bayesian Analysis of a Point-Source Epidemic
• Wishart and pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context

Cited in

(3)

• Subjective Bayesian analysis of the elliptical model
• Sample-selection regression with bivariate warped skew-elliptical latent variables: observed-data likelihood and numerical inference
• Transformation-conditioning Heckman-type selection models with extended skew-elliptical errors: mathematical characterization, computational aspects, and applications

This page was built for publication: Multivariate three-parameter log-elliptical distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3015908)