On the theory of elliptically contoured distributions

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Metric spaces and completely monontone functions
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Cited In (only showing first 100 items - show all)

Multivariate Liouville distributions
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
A generalization of Tyler's M-estimators to the case of incomplete data
Matrix equivalence classes with applications
Asymptotic distributions of robust shape matrices and scales
Canonical correlation analysis for elliptical copulas
On \(\alpha\)-symmetric multivariate characteristic functions
Bootstrapping for Significance of Compact Clusters in Multidimensional Datasets
A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.
Stochastic orderings of multivariate elliptical distributions
Tail Variance Premium with Applications for Elliptical Portfolio of Risks
Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors
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Measures of risk
Goodness-of-fit tests for elliptical and independent copulas through projection pursuit
Bootstrap conditional distribution tests in the presence of dynamic misspecification
Stochastic orderings for elliptical random vectors
Scale and shape mixtures of multivariate skew-normal distributions
Bounds and approximations for sums of dependent log-elliptical random variables
Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
Minima and maxima of elliptical arrays and spherical processes
Relationships among classes of spherical matrix distributions
Semi-parametric modelling in finance: theoretical foundations
A new class of matrix variate elliptically contoured distributions
The finite sample properties of sparse M-estimators with pseudo-observations
A new family of life distributions based on the elliptically contoured distributions
A note on the comedian for elliptical distributions
Inference for vast dimensional elliptical distributions
On the conditional variance for scale mixtures of normal distributions
Geodesic hypothesis testing for comparing location parameters in elliptical populations
Extremes of weighted Dirichlet arrays
Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data
An extension of the generalized Birnbaum-Saunders distribution
Conditionally ordered distributions
Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
On fundamental skew distributions
Quantile predictions for elliptical random fields
Definition and probabilistic properties of skew-distributions.
On diagnostics in symmetrical nonlinear models
Tails of correlation mixtures of elliptical copulas
Tyler's and Maronna's M-estimators: non-asymptotic concentration results
Peakedness of linear forms in ensembles and mixtures
Monotonicity of the power function and unbiasedness of some likelihood ratio tests
Local equilibrium in inhomogeneous stochastic models of heat transport
The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression
On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays
Geometric and stochastic representations for elliptically contoured distributions
On some characterizations of the \(t\)-distribution
Stein's lemma for elliptical random vectors
On the regular variation of elliptical random vectors
Bayesian sensitivity analysis in elliptical linear regression models
On multivariate countermonotonic copulas and their actuarial application
The conditional variance for gamma mixtures of normal distributions
On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
Influence diagnostics in generalized symmetric linear models
A new family of slash-distributions with elliptical contours
Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
Copula structure analysis
Local dependence functions for some families of bivariate distributions and total positivity
\(L_p\)-norm spherical distribution
Simplified pair copula constructions -- limitations and extensions
The multivariate tail-inflated normal distribution and its application in finance
On normality and the linear regression model
Statistical inference for a general class of asymmetric distributions
Identifiability and estimation of meta-elliptical copula generators
Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas
Conditional limit results for type I polar distributions
Robust modeling using non-elliptically contoured multivariate \(t\) distributions
On the distribution of linear combinations of the components of a Dirichlet random vector
Conic geometric optimization on the manifold of positive definite matrices
On alpha-symmetric multivariate distributions
Heteroscedastic symmetrical linear models
M-estimation with incomplete and dependent multivariate data
Identifiability of Finite Mixtures of Elliptical Distributions
Extremes of aggregated Dirichlet risks
On the max-domain of attractions of bivariate elliptical arrays
On the simplified pair-copula construction -- simply useful or too simplistic?
The joint distribution of stock returns is not elliptical
A characterization of spherical distributions
Tail Conditional Expectations for Elliptical Distributions
Indirect estimation of elliptical stable distributions
Tail asymptotics under beta random scaling
On the exact distribution of linear combinations of order statistics from dependent random variables
Asymptotics of the norm of elliptical random vectors
Asymptotics of the convex hull of spherically symmetric samples
Idea of constructing an image of Bayes action
Preliminary test and Stein estimations in simultaneous linear equations
Stein’s Lemma for generalized skew-elliptical random vectors
Spherical distributions: Schoenberg (1938) revisited
On the residual dependence index of elliptical distributions
Regression model with elliptically contoured errors
An asymmetric extension for the family of elliptical slash distributions
Extremes of order statistics of stationary processes
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
Robust shrinkage estimators of the location parameter for elliptically symmetric distributions

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