Joint mixability of elliptical distributions and related families

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Publication:6287964

arXiv1706.05499MaRDI QIDQ6287964FDOQ6287964


Authors: Chuancun Yin, Dan Zhu Edit this on Wikidata


Publication date: 17 June 2017

Abstract: In this paper, three different proofs to a result of Wang, Peng and Yang (2013) which related to the joint mixability of elliptical distributions with the same characteristic generator are present. Moreover, we generalize this result to any distributions with finite second moments. An open problem proposed by Wang (2015) is solved by constructing a bimodal-symmetric distribution. The joint mixability of slash-elliptical distributions and skew-elliptical distributions is studied and the extension to multivariate distributions is also investigated.













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