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A largest characterization of spherical and related distributions

Author

Listed:
  • Fang, Kai-Tai
  • Bentler, P. M.

Abstract

It is well known that the family of spherical distributions has many nice properties. Is it possible to extend those properties to some bigger family [triple bond; length as m-dash] (y) which consists of all positive scale mixtures of y, where y is a given random vector and is called the generating vector of ? In this paper, a largest characterization that there is no generating vector y such that the family of the spherical distributions is a proper subfamily of (y) is given. This largest characterization can be extended to the families of multivariate L1-norm symmetric and multivariate Liouville distributions.

Suggested Citation

  • Fang, Kai-Tai & Bentler, P. M., 1991. "A largest characterization of spherical and related distributions," Statistics & Probability Letters, Elsevier, vol. 11(2), pages 107-110, February.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:2:p:107-110
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    Cited by:

    1. Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001. "Robust Bayesian Inference on Scale Parameters," Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 54-72, April.

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