Characteristic functions of a class of elliptical distributions

DOI10.1006/jmva.1994.1020zbMath0816.62040OpenAlexW1987295398MaRDI QIDQ1323855

Samuel Kotz, Iossif V. Ostrovskii

Publication date: 3 July 1995

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

Full work available at URL: https://doi.org/10.1006/jmva.1994.1020

zbMATH Keywords

momentscharacteristic functionsentire functionsBessel functionslognormal distributionCauchy theoremmultivariate elliptical distributionsKotz-type distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Related Items (12)

The Kotz type ratio distribution ⋮ RESPONSE TO LETTER TO THE EDITOR ⋮ Elliptically Symmetric Distributions: A Review of Achieved Results and Open Issues ⋮ Unnamed Item ⋮ Extremes of conditioned elliptical random vectors ⋮ Some extremal type elliptical distributions ⋮ Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions ⋮ Asymptotic properties of type I elliptical random vectors ⋮ The Kotz-type distribution with applications ⋮ A new class of multivariate elliptically contoured distributions with inconsistency property ⋮ Variance-Mean Mixture of Kotz-Type Distributions ⋮ A new class of multivariate distributions: scale mixture of Kotz-type distributions

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