Related papers: Box-Cox elliptical distributions with application

Elliptically contoured distributions can be considered to be the distributions for which the contours of the density functions are proportional ellipsoids. We generalize elliptically contoured densities to ``star-shaped distributions'' with…

We introduce a new family of multivariate distributions by taking the component-wise Tukey-h transformation of a random vector following a skew-normal distribution. The proposed distribution is named the skew-normal-Tukey-h distribution and…

In this paper we define the class of matrix Mittag-Leffler distributions and study some of its properties. We show that it can be interpreted as a particular case of an inhomogeneous phase-type distribution with random scaling factor, and…

We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…

A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…

This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions…

Regression models based on the log-symmetric family of distributions are particularly useful when the response is strictly positive and asymmetric. In this paper, we propose a class of quantile regression models based on reparameterized…

We extend the construction principle of multivariate phase-type distributions to establish an analytically tractable class of heavy-tailed multivariate random variables whose marginal distributions are of Mittag-Leffler type with arbitrary…

We formulate a class of angular Gaussian distributions that allows different degrees of isotropy for directional random variables of arbitrary dimension. Through a series of novel reparameterization, this distribution family is indexed by…

The shape of the relationship between a continuous exposure variable and a binary disease variable is often central to epidemiologic investigations. This paper investigates a number of issues surrounding inference and the shape of the…

We introduce elliptic weights of boxed plane partitions and prove that they give rise to a generalization of MacMahon's product formula for the number of plane partitions in a box. We then focus on the most general positive degenerations of…

We consider a family of multivariate distributions with heavy-tailed margins and the type I elliptical dependence structure. This class of risks is common in finance, insurance, environmental and biostatistic applications. We obtain the…

In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains some new sub-models such as the bivariate generalized…

This chapter reviews methods for linear shrinkage of the sample covariance matrix (SCM) and matrices (SCM-s) under elliptical distributions in single and multiple populations settings, respectively. In the single sample setting a popular…

Statistical modelling of covariate distributions allows to generate virtual populations or to impute missing values in a covariate dataset. Covariate distributions typically have non-Gaussian margins and show nonlinear correlation…

In this paper we delve into some important properties of probability distributions of the power type in order to provide some answers to questions recently raised in the literature. More precisely, we focus on the properties of maximizers…

Various metrics for comparing diffusion tensors have been recently proposed in the literature. We consider a broad family of metrics which is indexed by a single power parameter. A likelihood-based procedure is developed for choosing the…

This article proposes a new class of Real Elliptically Skewed (RESK) distributions and associated clustering algorithms that allow for integrating robustness and skewness into a single unified cluster analysis framework. Non-symmetrically…

Covariance matrices play a major role in statistics, signal processing and machine learning applications. This paper focuses on the \textit{semiparametric} covariance/scatter matrix estimation problem in elliptical distributions. The class…

We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and…