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Characterizations of some subclasses of spherical distributions

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  • Liang, Jia-Juan
  • Bentler, Peter M.

Abstract

Three types of characterizations for two subclasses of spherical distributions are presented. Within the class of spherical distributions, we prove that the symmetric Kotz-type distributions (under some restricted parameters) and the symmetric Pearson-type II distributions are characterized by certain marginal and conditional distributions, and the distributions of some quadratic forms, respectively.

Suggested Citation

  • Liang, Jia-Juan & Bentler, Peter M., 1998. "Characterizations of some subclasses of spherical distributions," Statistics & Probability Letters, Elsevier, vol. 40(2), pages 155-164, September.
    • Handle: RePEc:eee:stapro:v:40:y:1998:i:2:p:155-164
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    References listed on IDEAS

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    1. Arellano-Valle, Reinaldo B. & Bolfarine, Heleno, 1995. "On some characterizations of the t-distribution," Statistics & Probability Letters, Elsevier, vol. 25(1), pages 79-85, October.
    2. Kano, Y., 1994. "Consistency Property of Elliptic Probability Density Functions," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 139-147, October.
    3. Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
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    Cited by:

    1. Yeshunying Wang & Chuancun Yin, 2021. "A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property," Methodology and Computing in Applied Probability, Springer, vol. 23(4), pages 1377-1407, December.
    2. Arellano-Valle, Reinaldo B., 2001. "On some characterizations of spherical distributions," Statistics & Probability Letters, Elsevier, vol. 54(3), pages 227-232, October.

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