Multivariate distributions defined in terms of contours

DOI10.1016/J.JSPI.2008.03.033zbMATH Open1146.62037OpenAlexW2019145492MaRDI QIDQ951083FDOQ951083

Authors: Barry C. Arnold, José María Sarabia, Enrique Castillo 

Publication date: 29 October 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.033

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zbMATH Keywords

maximum likelihoodpolar coordinatescircular and elliptically contoured distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

Cites Work

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Cited In (11)

• Polyhedral star-shaped distributions
• Exact inference on scaling parameters in norm and antinorm contoured sample distributions
• Generalized \(\upsilon \)-spherical densities
• On \((p_{1},\dots,p_{k})\)-spherical distributions
• Generation of densities using contour transformations
• Asymptotic independence for unimodal densities
• An R package for modeling and simulating generalized spherical and related distributions
• Efficient procedure to generate generalized Gaussian noise using linear spline tools
• Semi-copulas, capacities and families of level sets
• Simulation of polyhedral convex contoured distributions
• Distorted Copulas: Constructions and Tail Dependence

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