A MATRIX VARIATE GENERALIZATION OF THE POWER EXPONENTIAL FAMILY OF DISTRIBUTIONS

DOI10.1081/STA-120017219zbMATH Open1075.62560OpenAlexW2081825416MaRDI QIDQ4449092FDOQ4449092

Juan-Miguel Marín-Diazaraque, E. Gómez-Sánchez-Manzano, Miguel A. Gómez-Villegas

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-120017219

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zbMATH Keywords

Stochastic representationElliptically contoured distributionVector distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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• A multivariate generalization of the power exponential family of distributions
• Statistical decision theory and Bayesian analysis. 2nd ed
• A survey on continuous elliptical vector distributions
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• Multivariate Elliptically Contoured Distributions for Repeated Measurements
• Multivariate distributions with correlation matrices for nonlinear repeated measurements
• Bayes factor in testing precise hypotheses
• A note on regions for tests of kurtosis

Cited In (4)

• Acknowledgement of Priority: the Generalized Normal Distribution
• New insights on the multivariate skew exponential power distribution
• Two new matrix-variate distributions with application in model-based clustering
• Adaptive exponential power depth with application to classification

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