A new class of multivariate elliptically contoured distributions with inconsistency property
From MaRDI portal
Publication:2065475
DOI10.1007/s11009-020-09817-7zbMath1480.60043arXiv2008.00130OpenAlexW3082963993MaRDI QIDQ2065475
Yeshunying Wang, Chuan-Cun Yin
Publication date: 7 January 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.00130
elliptically contoured distributionKotz-type distributiongeneralized Hurwitz-Lerch zeta functionelliptically symmetric logistic distributioninconsistency property
Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)
Cites Work
- Unnamed Item
- Unnamed Item
- On the theory of elliptically contoured distributions
- A class of bivariate distributions including the bivariate logistic
- Characterizations of some subclasses of spherical distributions
- Characteristic functions of a class of elliptical distributions
- Consistency property of elliptical probability density functions
- A multivariate tail covariance measure for elliptical distributions
- Tail conditional moments for elliptical and log-elliptical distributions
- Multivariate tail conditional expectation for elliptical distributions
- Some expansion formulas for a class of generalized Hurwitz–Lerch Zeta functions
- Order statistics from the type i generalized logistic distribution
- A new measure of linear local dependence
- The Kotz-type distribution with applications
- A new class of generalized logistic distribution
- Generalized elliptical distributions
- Tail Conditional Expectations for Elliptical Distributions