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On singular elliptical models

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  • M. Arashi
  • S. Nadarajah

Abstract

The probability density function (pdf) ofsingular elliptical distributions is represented as an integralseries of singular normal distributions. Explicit formulas for the pdf and the cdf of the generalized Chi-square distribution are derived under singular elliptical assumptions extending the result of Díaz-García [(2002). Singular elliptical distribution: density and applications. Commun. Stat.—Theory Methods 31:665–681]. Applications are given of the proposed result for singular mixedmodels.

Suggested Citation

  • M. Arashi & S. Nadarajah, 2017. "On singular elliptical models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(1), pages 247-258, January.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:1:p:247-258
    DOI: 10.1080/03610926.2014.990103
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