A generalization of the multivariate slash distribution

Küçük Resim Yok

Tarih

2009

Dergi Başlığı

Dergi ISSN

Cilt Başlığı

Yayıncı

ELSEVIER SCIENCE BV

Erişim Hakkı

info:eu-repo/semantics/closedAccess

Özet

In this paper, we propose a generalization of the multivariate slash distribution and investigate some of its properties. We show that the new distribution belongs to the elliptically contoured distributions family, and can have heavier tails than the multivariate slash distribution. Therefore, this generalization of the multivariate slash distribution can be considered as an alternative heavy-tailed distribution for modeling data sets in a variety of settings. We apply the generalized multivariate slash distribution to two real data sets to provide some illustrative examples. (C) 2008 Elsevier B.V. All rights reserved.

Açıklama

Anahtar Kelimeler

Kotz-type distribution, Slash distribution, Stochastic representation, Heavy-tailed distribution, Robustness

Kaynak

JOURNAL OF STATISTICAL PLANNING AND INFERENCE

WoS Q Değeri

Q3

Scopus Q Değeri

Q2

Cilt

139

Sayı

3

Künye