Consistency property of elliptical probability density functions
From MaRDI portal
Publication:1340285
DOI10.1006/jmva.1994.1054zbMath0806.62039OpenAlexW2061735246MaRDI QIDQ1340285
Publication date: 16 February 1995
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1994.1054
kurtosiselliptical distributionsmarginal distributionscale mixture of normal distributionsconsistency propertyleptokurtic distributionmultivariate \(T\)-distributionmultivariate power exponential distributionplatykurtic distribution
Related Items
An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations, Entropy-based test for generalised Gaussian distributions, Spatial expectile predictions for elliptical random fields, Conditional limiting distribution of type III elliptical random vectors, On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays, Symmetric Gaussian mixture distributions with GGC scales, Tweedie-type formulae for a multivariate Laplace distribution, A new class of symmetric distributions including the elliptically symmetric logistic, Some properties of skew-symmetric distributions, Nonparametric estimation of multivariate elliptic densities via finite mixture sieves, Principal points of a multivariate mixture distribution, Implicit Copula Variational Inference, Flexible Distributions as an Approach to Robustness: The Skew-t Case, New insights on the multivariate skew exponential power distribution, Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors, A note on Bayesian spatial prediction using the elliptical distribution., Robustness properties of dispersion estimators, A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers, A robust Bayesian approach for structural equation models with missing data, Extremes of conditioned elliptical random vectors, A Wasserstein-Type Distance in the Space of Gaussian Mixture Models, Bayesian sensitivity analysis in elliptical linear regression models, Tail asymptotic results for elliptical distributions, Assessing heterogeneity for factor analysis model with continuous and ordinal outcomes, “Tail Conditional Expectations for Elliptical Distributions,” Zinoviy M. Landsman and Emiliano A. Valdez, October 2003, Rank covariance matrix estimation of a partially known covariance matrix, On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables, Bayesian semiparametric analysis for latent variable models with mixed continuous and ordinal outcomes, Stein's lemma for elliptical random vectors, Skew scale mixtures of normal distributions: properties and estimation, On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions, Quantile predictions for elliptical random fields, Mathematical properties of the multivariate \(t\) distribution, Asymptotic robustness of standard errors in multilevel structural equation models, On the regular variation of elliptical random vectors, On a construction of multivariate distributions given some multidimensional marginals, Estimation of the precision matrix of multivariate Kotz type model, Asymptotic properties of type I elliptical random vectors, Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables, A formulation for continuous mixtures of multivariate normal distributions, Estimation of the precision matrix of multivariate Pearson type II model, On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays, The Kotz-type distribution with applications, Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data, Box-Cox elliptical distributions with application, A new class of multivariate elliptically contoured distributions with inconsistency property, On \(p\)-generalized elliptical random processes, A new class of multivariate distributions: scale mixture of Kotz-type distributions, Characterizations of some subclasses of spherical distributions
