A new class of multivariate elliptically contoured distributions with inconsistency property

DOI10.1007/S11009-020-09817-7MaRDI QIDQ2065475zbMATH OpenOpenAlexFDO

Authors Yeshunying Wang, Chuancun 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

zbMATH Keywords

elliptically contoured distributionelliptically symmetric logistic distributiongeneralized Hurwitz-Lerch zeta functioninconsistency propertyKotz-type distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)

Abstract: We introduce a new class of multivariate elliptically symmetric distributions including elliptically symmetric logistic distributions and Kotz type distributions. We investigate the various probabilistic properties including marginal distributions, conditional distributions, linear transformations, characteristic functions and dependence measure in the perspective of the inconsistency property. In addition, we provide a real data example to show that the new distributions have reasonable flexibility.

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Cites work

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Cited in

(5)

• A note on inconsistent families of discrete multivariate distributions
• Multivariate three-parameter log-elliptical distributions
• Constructing models for spherical and elliptical densities
• The Bessel function expression of characteristic function
• A tractable symmetric multivariate logistic distribution with bounded score function

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