SINGULAR ELLIPTICAL DISTRIBUTION: DENSITY AND APPLICATIONS

DOI10.1081/STA-120003646zbMATH Open1075.62562OpenAlexW1991188498MaRDI QIDQ4449020FDOQ4449020

Manuel Galea, Víctor Leiva-Sánchez, José A. Díaz-García

Publication date: 4 February 2004

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

Full work available at URL: https://doi.org/10.1081/sta-120003646

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zbMATH Keywords

t-statisticConfidence intervalsElliptical distributionsSingular distributionElliptical linear modelGeneralized non-central Chi-squared and t-distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites Work

• On the theory of elliptically contoured distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Quadratic forms in spherical random variables: Generalized noncentral x2 distribution

Cited In (18)

• Asymptotic normality of the optimal solution in response surface methodology
• Bivariate symmetric Heckman models and their characterization
• The Kotz type ratio distribution
• Singular extended skew-elliptical distributions
• A new family of life distributions based on the elliptically contoured distributions
• Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
• Influence diagnostics on the coefficient of variation of elliptically contoured distributions
• A proof for the existence of multivariate singular generalized skew-elliptical density functions
• The Kotz-type distribution with applications
• On shrinkage estimators in matrix variate elliptical models
• On matrix-variate Birnbaum-Saunders distributions and their estimation and application
• Random number generators for the generalized Birnbaum–Saunders distribution
• A Higher Order Approximation to a Percentage Point of the Distribution of a Noncentral t-Statistic Without the Normality Assumption
• Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions
• On singular elliptical models
• Generalized Tobit models: diagnostics and application in econometrics
• Multivariate Three-Parameter Log-Elliptical Distributions
• Doubly Non-centraltand Distributions Obtained Under Singular and Non-singular Elliptic Distributions

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