A model for perturbed production or measurement processes involving compound normal distributions

DOI10.1016/S0096-3003(97)10082-0zbMath0937.90027OpenAlexW2074178403MaRDI QIDQ1294381

Jean-Daniel Rolle

Publication date: 14 June 2000

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(97)10082-0

zbMATH Keywords

Laplace-Stieltjes transformmixing distributionKurtosis coefficientcompound normal distributionsmultivariate elliptical distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Production models (90B30)

Cites Work

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• Optimization of functions of matrices with an application in statistics
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• Elliptically Symmetric Distributions: A Review and Bibliography
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression

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