Polar angle tangent vectors follow Cauchy distributions under spherical symmetry

DOI10.1016/J.JMVA.2014.03.010MaRDI QIDQ2451625zbMATH OpenOpenAlexFDO

Authors Theophilos Cacoullos

Publication date 4 June 2014

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

Full work available at URL https://doi.org/10.1016/j.jmva.2014.03.010

zbMATH Keywords

\(t\)-statisticsangular distributioncomponent ratios distributionmultivariate Cauchyspherical symmetry

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11)

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Cites work

• A Relation Between t and F-Distributions
• Detection in the presence of spherically symmetric random vectors
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Multivariate t and beta distributions associated with the multivariate F distribution
• On the theory of elliptically contoured distributions
• Student's t-Test Under Symmetry Conditions
• The F-test of homoscedasticity for correlated normal variables
• The distribution of the ratio X/Y for all centred elliptically symmetric distributions

Cited in

(5)

• Spherical uniformity and some characterizations of the Cauchy distribution
• The characteristic function of the discrete Cauchy distribution in memory of T. Cacoullos
• Testing for spherical and elliptical symmetry
• The distribution of the ratio X/Y for all centred elliptically symmetric distributions
• Tests for conditional ellipticity in multivariate GARCH models

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