相关论文: A New Class of Multivariate Elliptically Contoured…
We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…
In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…
We propose and study the class of Box-Cox elliptical distributions. It provides alternative distributions for modeling multivariate positive, marginally skewed and possibly heavy-tailed data. This new class of distributions has as a special…
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
A new family of distributions indexed by the class of matrix variate contoured elliptically distribution is proposed as an extension of some bimatrix variate distributions. The termed \emph{multimatrix variate distributions} open new…
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…
The paper presents some distributional properties of logistic order statistics subject to independent exponential one-sided and two-sided shifts. Utilizing these properties, we extend several known results and obtain some new…
It is known that few characterization results of the logistic distribution were available before, although it is similar in shape to the normal one whose characteristic properties have been well investigated. Fortunately, in the last…
Wide class of elliptically contoured distributions is a popular model of stock returns distribution. However the important question of adequacy of the model is open. There are some results which reject and approve such model. Such results…
The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multivariate elliptical symmetric distributions and some…
A new robust class of multivariate skew distributions is introduced. Practical aspects such as parameter estimation method of the proposed class are discussed, we show that the proposed class can be fitted under a reasonable time frame. Our…
This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Such population often possesses high order correlations among…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…
We develop the theory of probabilistic variants of the one-category and diagonal topological complexity, which bound the classical LS-category and topological complexity from below. Unlike any other classical or probabilistic invariants,…
Multivariate elliptically-contoured distributions are widely used for modeling correlated and non-Gaussian data. In this work, we study the kurtosis of the elliptical model, which is an important parameter in many statistical analysis.…
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…
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors following such distributions. Given a random vector…
There are given characterizations of the exponential distribution by the properties of the independence of linear forms with random coefficients. Related results based on the constancy of regression of one statistic on a linear form are…
A class of probability distributions is characterized via equalities in law between two order statistics shifted by independent exponential variables. An explicit formula for the quintile function of the identified family of distributions…