Characterization of the \(p\)-generalized normal distribution

DOI10.1016/j.jmva.2008.07.006zbMath1157.62003OpenAlexW2092989792WikidataQ56865682 ScholiaQ56865682MaRDI QIDQ1006663

Matthias Bethge, Fabian Sinz, Sebastian Gerwinn

Publication date: 25 March 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.07.006

zbMATH Keywords

characterizationexponential power distribution\(L_p\)-spherically symmetric distributionsgeneralized normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (7)

A characterization of multivariate normality through univariate projections ⋮ Threshold condensation to singular support for a Riesz equilibrium problem ⋮ What Is the Limit of Redundancy Reduction with Divisive Normalization? ⋮ Multiple linear regressions by maximizing the likelihood under assumption of generalized Gauss-Laplace distribution of the error ⋮ Intrinsic Data Depth for Hermitian Positive Definite Matrices ⋮ Uniform distributions and random variate generation over generalized \(l_p\) balls and spheres ⋮ CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL

Cites Work

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• Independent component analysis, a new concept?
• \(L_p\)-norm spherical distribution
• Multivariate \(\theta\)-generalized normal distributions
• Bayesian analysis of a three-component hierarchical design model
• On a Characterization of the Normal Distribution

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