Matrix variate slash distribution
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Publication:2348451
DOI10.1016/j.jmva.2015.02.008zbMath1314.60048OpenAlexW2084086189MaRDI QIDQ2348451
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
Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
Related Items (7)
A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application ⋮ Matrix variate two-sided power distribution ⋮ Matrix variate generalized asymmetric Laplace distributions ⋮ Slash distributions, generalized convolutions, and extremes ⋮ On moments of truncated multivariate normal/independent distributions ⋮ Matrix variate Pareto distributions ⋮ Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions
Cites Work
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- An alternative multivariate skew-slash distribution
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- The multivariate skew-slash distribution
- Elliptically Contoured Models in Statistics and Portfolio Theory
- A New Familiy of Skewed Slash Distributions Generated by the Cauchy Kernel
- Modified slash distribution
- Robust Confidence Intervals for a Location Parameter: The Configural Approach
- The mle algorithm for the matrix normal distribution
- A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution
- Understanding some long‐tailed symmetrical distributions
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