On the theory of elliptically contoured distributions

Cites work

scientific article; zbMATH DE number 3223982 (Why is no real title available?)
scientific article; zbMATH DE number 3319139 (Why is no real title available?)
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scientific article; zbMATH DE number 3400223 (Why is no real title available?)
Metric spaces and completely monontone functions

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Generalized multivariate Birnbaum-Saunders distributions and related inferential issues
Geometric interpretation of the residual dependence coefficient
Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
On the exact distribution of linear combinations of order statistics from dependent random variables
Multivariate Liouville distributions
Asymptotics of the convex hull of spherically symmetric samples
A generalization of Tyler's M-estimators to the case of incomplete data
The Minkowski length of a spherical random vector
Asymptotics of the norm of elliptical random vectors
Matrix equivalence classes with applications
Asymptotic distributions of robust shape matrices and scales
Characterization of normality within the class of elliptical contoured distributions
Tests for sphericity under correlated multivariate regression equations model
Monitoring Process Variability with Individual Measurements Following Elliptically Contoured Distributions
On \(\alpha\)-symmetric multivariate characteristic functions
Canonical correlation analysis for elliptical copulas
Quasi-random numbers for copula models
Idea of constructing an image of Bayes action
Insurance portfolio risk retention
Regression and edge estimation
Preliminary test and Stein estimations in simultaneous linear equations
A visual procedure for optimal response transformations and curvature specifications
A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.
The sample covariance is not efficient for elliptical distributions
A new class of symmetric distributions including the elliptically symmetric logistic
Bootstrapping for Significance of Compact Clusters in Multidimensional Datasets
Local times for stochastic processes which are subordinate to Gaussian processes
Tail Variance Premium with Applications for Elliptical Portfolio of Risks
Stochastic orderings of multivariate elliptical distributions
Generalized symmetrical partial linear model
Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors
A broad class of multivariate distributions for rates and proportions
Measures of risk
Ordering results for elliptical distributions with applications to risk bounds
The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution
Bootstrap conditional distribution tests in the presence of dynamic misspecification
Stochastic orderings for elliptical random vectors
Stein’s Lemma for generalized skew-elliptical random vectors
Spherical distributions: Schoenberg (1938) revisited
Goodness-of-fit tests for elliptical and independent copulas through projection pursuit
On the residual dependence index of elliptical distributions
Scale and shape mixtures of multivariate skew-normal distributions
Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
Sequences of elliptical distributions and mixtures of normal distributions
scientific article; zbMATH DE number 7148060 (Why is no real title available?)
Bounds and approximations for sums of dependent log-elliptical random variables
Minima and maxima of elliptical arrays and spherical processes
Generalized symmetrized Dirichlet distributions
Relationships among classes of spherical matrix distributions
Multivariate distribution models with generalized hyperbolic margins
Regression model with elliptically contoured errors
Local power properties of some asymptotic tests in symmetric linear regression models
A study of the effect of kurtosis on discriminant analysis under elliptical populations
An asymmetric extension for the family of elliptical slash distributions
Extremes of order statistics of stationary processes
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Hierarchical variable clustering based on the predictive strength between random vectors
Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
A second-order cone programming formulation for two player zero-sum games with chance constraints
Robust Bayesian inference in elliptical regression models
Multivariate longitudinal modeling of insurance company expenses
Multivariate expectile-based distribution: properties, Bayesian inference, and applications
Bayesian inference for dependent elliptical measurement error models
Asymptotic filtering theory for multivariate ARCH models
Second order asymptotics of aggregated log-elliptical risk
A Cramér-Wold theorem for elliptical distributions
Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models
The bivariate sinh-elliptical distribution with applications to Birnbaum-Saunders distribution and associated regression and measurement error models
Another look at adaptation on the average
The limiting distributions of some subclasses of the generalized non-central t-distribution
The finite sample properties of sparse M-estimators with pseudo-observations
Semi-parametric modelling in finance: theoretical foundations
Some properties of matrix-variate Laplace transforms and matrix-variate Whittaker functions
On a stochasticprocess determined by the conditional expectation and the conditionalvariance
A new class of matrix variate elliptically contoured distributions
A new family of life distributions based on the elliptically contoured distributions
Spherical uniformity and some characterizations of the Cauchy distribution
On multivariate selection scale-mixtures of normal distributions
A general construction of multivariate dependence structures with nonmonotone mappings and its applications
On the characteristic function of the multivariate Pearson type II distribution
A note on the comedian for elliptical distributions
Inference for vast dimensional elliptical distributions
On the conditional variance for scale mixtures of normal distributions
Polar angle tangent vectors follow Cauchy distributions under spherical symmetry
Functional principal component analysis for partially observed elliptical process
Geodesic hypothesis testing for comparing location parameters in elliptical populations
Some Inference Problems for Matrix Variate Elliptically Contoured Distributions
Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
VaR-implied tail-correlation matrices
Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data
Extremes of asymptotically spherical and elliptical random vectors
A compendium of copulas
Extremes of weighted Dirichlet arrays
The multiplayer Colonel Blotto game
Estimation and testing in elliptical functional measurement error models
An extension of the generalized Birnbaum-Saunders distribution
Slice inverse regression with score functions
Closure of multivariate \(t\) and related distributions
Stochastic analysis for vector-valued generalized grey Brownian motion
An exchangeable Kendall's tau for clustered data

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