Some families of multivariate symmetric distributions related to exponential distribution

DOI10.1016/0047-259X(88)90105-4zbMath0635.62035OpenAlexW2063764977MaRDI QIDQ1097606

Kai-Tai Fang, Bi Qi Fang

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0047-259x(88)90105-4

zbMATH Keywords

exponential distributionconditional distributionsunit spheresurvival functionsmarginal distributioncomplete monotone functioncomponents' independenceexponential componentsmultivariate symmetric distributionsn-times monotone functionscale mixtures of the uniform distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (19)

Estimation of the location parameter of the \(\ell_{1}\)-norm symmetric matrix variate distributions ⋮ Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions ⋮ Multivariate \(\ell_ p\)-norm symmetric distributions ⋮ Generalized symmetrized Dirichlet distributions ⋮ A characterization of multivariate \(l_ 1\)-norm symmetric distributions ⋮ Characterizations of Archimedean n-copulas ⋮ Archimedean copulas in finite and infinite dimensions -- with application to ruin problems ⋮ Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution ⋮ Star-shaped distributions and their generalizations ⋮ Schur-constant and related dependence models, with application to ruin probabilities ⋮ Geometric generalization of the exponential law ⋮ Characteristic functions of \({\mathcal L}_1\)-spherical and \({\mathcal L}_1\)-norm symmetric distributions and their applications ⋮ From Archimedean to Liouville copulas ⋮ Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models ⋮ Statistical inference in simplicially contoured sample distributions ⋮ Maximum likelihood estimates and likelihood ratio criteria for location and scale parameters of the multivariate \(l_ 1\)-norm symmetric distributions ⋮ A largest characterization of spherical and related distributions ⋮ Some necessary uniform tests for spherical symmetry ⋮ A law of uniform seniority for dependent lives

Cites Work

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• Multiply monotone functions and their Laplace transforms
• On alpha-symmetric multivariate distributions
• De Finetti-type theorems: An analytical approach
• Multivariate Liouville distributions
• On the projections of isotropic distributions
• On the theory of elliptically contoured distributions
• Elliptically Symmetric Distributions: A Review and Bibliography

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