Multivariate distributions defined in terms of contours

DOI10.1016/j.jspi.2008.03.033zbMath1146.62037OpenAlexW2019145492MaRDI QIDQ951083

Barry C. Arnold, José María Sarabia, Enrique F. Castillo

Publication date: 29 October 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.033

zbMATH Keywords

maximum likelihoodpolar coordinatescircular and elliptically contoured distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (10)

Exact inference on scaling parameters in norm and antinorm contoured sample distributions ⋮ Polyhedral star-shaped distributions ⋮ Unnamed Item ⋮ Simulation of polyhedral convex contoured distributions ⋮ Asymptotic independence for unimodal densities ⋮ Distorted Copulas: Constructions and Tail Dependence ⋮ Semi-copulas, capacities and families of level sets ⋮ Generalized υ-Spherical Densities ⋮ An R package for modeling and simulating generalized spherical and related distributions ⋮ On \((p_{1},\dots,p_{k})\)-spherical distributions

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