Characterizations of some subclasses of spherical distributions

DOI10.1016/S0167-7152(98)00084-4zbMath0935.62062MaRDI QIDQ1305271

Peter M. Bentler, Jia-Juan Liang

Publication date: 8 May 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

characterizationsquadratic formsstochastic representationmarginal distributionsconditional distributionsspherical distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

The Kotz type ratio distribution ⋮ Estimation of stress-strength reliability for the multivariate SGPII distribution ⋮ Scale invariance and related properties of \(q\)-Gaussian systems ⋮ On some characterizations of spherical distributions ⋮ The Kotz-type distribution with applications ⋮ A new class of multivariate elliptically contoured distributions with inconsistency property

Cites Work

• On the theory of elliptically contoured distributions
• Consistency property of elliptical probability density functions
• On some characterizations of the \(t\)-distribution
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