A class of spherical and elliptical distributions with Gaussian-like limit properties

DOI10.1155/2012/467187zbMATH Open1236.60017OpenAlexW1970262245WikidataQ58910965 ScholiaQ58910965MaRDI QIDQ764432FDOQ764432

Authors Chris Sherlock, Daniel M. Elton 

Publication date 13 March 2012

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/2012/467187

zbMATH Keywords

elliptically symmetric distributionsGaussian-like limit propertiesspherically symmetric random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• A dozen de Finetti-style results in search of a theory
• Asymptotics of graphical projection pursuit
• Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
• Optimal scaling of the random walk Metropolis: general criteria for the 0.234 acceptance rule

Cited in

(5)

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• High-dimensional ellipsoids converge to Gaussian spaces
• Concentration of measure for radial distributions and consequences for statistical modeling
• Determination of system dimensionality from observing near-normal distributions
• scientific article; zbMATH DE number 3105765 (Why is no real title available?)

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