A MATRIX VARIATE GENERALIZATION OF THE POWER EXPONENTIAL FAMILY OF DISTRIBUTIONS

DOI10.1081/STA-120017219zbMath1075.62560OpenAlexW2081825416MaRDI QIDQ4449092

Juan-Miguel Marín-Diazaraque, E. Gómez-Sánchez-Manzano, Miguel Angel Gómez-Villegas

Publication date: 4 February 2004

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120017219

zbMATH Keywords

Stochastic representationElliptically contoured distributionVector distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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