A multivariate generalization of the power exponential family of distributions

From MaRDI portal
Publication:4386461


DOI10.1080/03610929808832115zbMath0895.62053MaRDI QIDQ4386461

J. Miguel Marín, Miguel Angel Gómez-Villegas, Eusebio Gómez

Publication date: 26 April 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832115


62H05: Characterization and structure theory for multivariate probability distributions; copulas


Related Items

A MATRIX VARIATE GENERALIZATION OF THE POWER EXPONENTIAL FAMILY OF DISTRIBUTIONS, Multivariate Elliptically Contoured Distributions for Repeated Measurements, Quasi-Random Sampling Importance Resampling, Implementation of a robust bayesian method, On the statistical efficiency of robust estimators of multivariate location, Multivariate elliptical models with general parameterization, A characterisation of scale mixtures of the uniform distribution, Multivariate distributions with correlation matrices for nonlinear repeated measurements, Bayesian analysis of a generalized lognormal distribution, Statistical analysis of proficiency testing results under elliptical distributions, Influence diagnostics in nonlinear mixed-effects elliptical models, Sharp estimates for the CDF of quadratic forms of MPE random vectors, Robustness of parameter estimation procedures in multilevel models when random effects are MEP distributed, A generalization of the multivariate slash distribution, Assessment of local influence in elliptical linear models with longitudinal structure, Extending the multivariate generalised \(t\) and generalised \(VG\) distributions, Sequential credibility evaluation for symmetric location claim distributions, Continuous elliptical and exponential power linear dynamic models, Family of multivariate generalized \(t\) distributions, An empirical evaluation of fat-tailed distributions in modeling financial time series, On Mardia's and Song's measures of kurtosis in elliptical distributions, A new class of multivariate distributions: scale mixture of Kotz-type distributions, Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications, Conditional Specification with Exponential Power Distributions



Cites Work