Geometric and Stochastic Representations for Elliptically Contoured Distributions

DOI10.1080/03610926.2011.611320zbMath1277.60032OpenAlexW1995631095MaRDI QIDQ4921625

Wolf-Dieter Richter

Publication date: 13 May 2013

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

Full work available at URL: https://doi.org/10.1080/03610926.2011.611320

zbMATH Keywords

stochastic representationgeometric probabilityheteroscedastic modelgeometric measure representationelliptical contoured distributiongeneralized method of indivisiblesdisintegration of measuresexact statistical distributionsgeneralized uniform distributiondensity generating functionellipsoid number functiongeneralized surface content

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Integration and disintegration of measures (28A50)

Related Items (10)

Exact inference on scaling parameters in norm and antinorm contoured sample distributions ⋮ Exact extreme value, product, and ratio distributions under non-standard assumptions ⋮ Circle numbers of regular convex polygons ⋮ Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables ⋮ Polyhedral star-shaped distributions ⋮ Simulation of polyhedral convex contoured distributions ⋮ Exact distributions of order statistics from \(l_{n,p}\)-symmetric sample distributions ⋮ Maximum distributions for \(l_{2,p}\)-symmetric vectors are skewed \(l_{1,p}\)-symmetric distributions ⋮ Ball numbers of platonic bodies ⋮ Geometric disintegration and star-shaped distributions

Cites Work

• Unnamed Item
• Continuous \(l_{n,p}\)-symmetric distributions
• On the theory of elliptically contoured distributions
• On some characterizations of the \(t\)-distribution
• Generalized spherical and simplicial coordinates
• The Isoperimetric Problem in the Minkowski Plane

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