A generalization of the multivariate slash distribution

DOI10.1016/j.jspi.2008.07.007zbMath1157.60304OpenAlexW2024976534MaRDI QIDQ1007502

Ali İ. Genç, Olcay Arslan

Publication date: 20 March 2009

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.2008.07.007

zbMATH Keywords

robustnessheavy-tailed distributionstochastic representationslash distributionKotz-type distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (27)

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• A multivariate generalization of the power exponential family of distributions
• The Kotz-type distribution with applications
• Subset selection in multiple linear regression with heavy tailed error distribution
• A Note on parameter and standard error estimation in adaptive robust regression
• A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution
• Understanding some long‐tailed symmetrical distributions

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