SINGULAR ELLIPTICAL DISTRIBUTION: DENSITY AND APPLICATIONS

DOI10.1081/STA-120003646MaRDI QIDQ4449020zbMATH OpenOpenAlexFDO

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

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

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)

Recommendations

• On singular elliptical models
• Doubly Non-centraltand Distributions Obtained Under Singular and Non-singular Elliptic Distributions
• A proof for the existence of multivariate singular generalized skew-elliptical density functions
• Wishart and pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context
• scientific article; zbMATH DE number 139848

Cites work

• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 3223275 (Why is no real title available?)
• scientific article; zbMATH DE number 3354336 (Why is no real title available?)
• On the theory of elliptically contoured distributions
• Quadratic forms in spherical random variables: Generalized noncentral x2 distribution

Cited in

(18)

• Asymptotic normality of the optimal solution in response surface methodology
• Doubly Non-centraltand Distributions Obtained Under Singular and Non-singular Elliptic Distributions
• Bivariate symmetric Heckman models and their characterization
• A higher order approximation to a percentage point of the distribution of a noncentral \(t\)-statistic without the normality assumption
• 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
• Multivariate three-parameter log-elliptical distributions
• Random number generators for the generalized Birnbaum–Saunders distribution
• 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

This page was built for publication: SINGULAR ELLIPTICAL DISTRIBUTION: DENSITY AND APPLICATIONS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4449020)