A MATRIX VARIATE GENERALIZATION OF THE POWER EXPONENTIAL FAMILY OF DISTRIBUTIONS

DOI10.1081/STA-120017219MaRDI QIDQ4449092zbMATH OpenOpenAlexFDO

Authors E. Gómez-Sánchez-Manzano, Juan-Miguel Marín-Diazaraque, 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

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)

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
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• A multivariate generalization of the power exponential family of distributions
• A note on regions for tests of kurtosis
• A survey on continuous elliptical vector distributions
• Bayes factor in testing precise hypotheses
• Multivariate Elliptically Contoured Distributions for Repeated Measurements
• Multivariate distributions with correlation matrices for nonlinear repeated measurements
• Statistical decision theory and Bayesian analysis. 2nd ed

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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