A generalization of the multivariate slash distribution
Küçük Resim Yok
Tarih
2009
Yazarlar
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
