Multivariate distributions defined in terms of contours

DOI10.1016/J.JSPI.2008.03.033MaRDI QIDQ951083zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(11)

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

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