Matrix variate slash distribution

DOI10.1016/J.JMVA.2015.02.008MaRDI QIDQ2348451zbMATH OpenOpenAlexFDO

Authors Y. Bulut, Olcay Arslan

Publication date 12 June 2015

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2015.02.008

zbMATH Keywords

EM algorithmmatrix variate normal distributionscale mixture distributionuniform distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

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Cites work

• A generalization of the multivariate slash distribution
• A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution
• A new familiy of skewed slash distributions generated by the Cauchy kernel
• A new family of slash-distributions with elliptical contours
• A skew extension of the slash distribution via beta-normal distribution
• An alternative multivariate skew-slash distribution
• Elliptically contoured models in statistics and portfolio theory
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• Maximum likelihood parameter estimation for the multivariate skew-slash distribution
• Modified slash distribution
• Robust Confidence Intervals for a Location Parameter: The Configural Approach
• The mle algorithm for the matrix normal distribution
• The multivariate skew-slash distribution
• Understanding some long‐tailed symmetrical distributions

Cited in

(7)

• Matrix variate Pareto distributions
• Matrix variate two-sided power distribution
• Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions
• A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application
• Matrix variate generalized asymmetric Laplace distributions
• Slash distributions, generalized convolutions, and extremes
• On moments of truncated multivariate normal/independent distributions

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