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Consistency Property of Elliptic Probability Density Functions

Citations

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Cited by:

  1. Victor Korolev, 2020. "Some Properties of Univariate and Multivariate Exponential Power Distributions and Related Topics," Mathematics, MDPI, vol. 8(11), pages 1-27, November.
  2. Klaus Müller & Wolf-Dieter Richter, 2019. "On p-generalized elliptical random processes," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-37, December.
  3. 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.
  4. Arslan, Olcay, 2005. "A new class of multivariate distributions: Scale mixture of Kotz-type distributions," Statistics & Probability Letters, Elsevier, vol. 75(1), pages 18-28, November.
  5. Shi, Jianhong & Bai, Xiuqin & Song, Weixing, 2022. "Tweedie-type formulae for a multivariate Laplace distribution," Statistics & Probability Letters, Elsevier, vol. 183(C).
  6. Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers 15/13, Institute for Fiscal Studies.
  7. Matsuura, Shun & Kurata, Hiroshi, 2011. "Principal points of a multivariate mixture distribution," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 213-224, February.
  8. Ke-Hai Yuan & Peter Bentler, 2004. "On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions," Psychometrika, Springer;The Psychometric Society, vol. 69(3), pages 437-457, September.
  9. Fotopoulos, Stergios B., 2017. "Symmetric Gaussian mixture distributions with GGC scales," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 185-194.
  10. Hashorva, Enkelejd, 2008. "Tail asymptotic results for elliptical distributions," Insurance: Mathematics and Economics, Elsevier, vol. 43(1), pages 158-164, August.
  11. Arellano-Valle, Reinaldo B. & Azzalini, Adelchi, 2021. "A formulation for continuous mixtures of multivariate normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
  12. Landsman, Zinoviy & Neslehová, Johanna, 2008. "Stein's Lemma for elliptical random vectors," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 912-927, May.
  13. Cadirci, Mehmet Siddik & Evans, Dafydd & Leonenko, Nikolai & Makogin, Vitalii, 2022. "Entropy-based test for generalised Gaussian distributions," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
  14. V. Maume-Deschamps & D. Rullière & A. Usseglio-Carleve, 2018. "Spatial Expectile Predictions for Elliptical Random Fields," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 643-671, June.
  15. Battey, Heather & Linton, Oliver, 2014. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 43-67.
  16. Kim, Hyoung-Moon & Mallick, Bani K., 2003. "A note on Bayesian spatial prediction using the elliptical distribution," Statistics & Probability Letters, Elsevier, vol. 64(3), pages 271-276, September.
  17. Hashorva, Enkelejd, 2006. "On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays," Statistics & Probability Letters, Elsevier, vol. 76(18), pages 2027-2035, December.
  18. Tatsuya Kubokawa & Éric Marchand & William E. Strawderman, 2014. "On Predictive Density Estimation for Location Families under Integrated L 2 and L 1 Losses," CIRJE F-Series CIRJE-F-935, CIRJE, Faculty of Economics, University of Tokyo.
  19. D. Sornette & P. Simonetti & J.V. Andersen, 1999. ""Nonlinear" covariance matrix and portfolio theory for non-Gaussian multivariate distributions," Finance 9902004, University Library of Munich, Germany.
  20. Hashorva, Enkelejd, 2007. "Conditional limiting distribution of Type III elliptical random vectors," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 282-294, February.
  21. Yuan, Ke-Hai & Bentler, Peter M., 2006. "Asymptotic robustness of standard errors in multilevel structural equation models," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1121-1141, May.
  22. Kakizawa, Yoshihide, 2022. "Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
  23. Genton, Marc G. & Ma, Yanyuan, 1999. "Robustness properties of dispersion estimators," Statistics & Probability Letters, Elsevier, vol. 44(4), pages 343-350, October.
  24. Hashorva, Enkelejd, 2007. "Extremes of conditioned elliptical random vectors," Journal of Multivariate Analysis, Elsevier, vol. 98(8), pages 1583-1591, September.
  25. 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.
  26. Nabil Kazi-Tani & Didier Rullière, 2019. "On a construction of multivariate distributions given some multidimensional marginals," Post-Print hal-01575169, HAL.
  27. Sancetta, A. & Nikanrova, A., 2005. "Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices," Cambridge Working Papers in Economics 0516, Faculty of Economics, University of Cambridge.
  28. Nabil Kazi-Tani & Didier Rullière, 2017. "On a construction of multivariate distributions given some multidimensional marginals," Working Papers hal-01575169, HAL.
  29. Sarr, Amadou & Gupta, Arjun K., 2009. "Estimation of the precision matrix of multivariate Kotz type model," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 742-752, April.
  30. Raúl Alejandro Morán-Vásquez & Silvia L. P. Ferrari, 2019. "Box–Cox elliptical distributions with application," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(5), pages 547-571, July.
  31. Hashorva, Enkelejd, 2006. "On the regular variation of elliptical random vectors," Statistics & Probability Letters, Elsevier, vol. 76(14), pages 1427-1434, August.
  32. Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers 41/13, Institute for Fiscal Studies.
  33. Maume-Deschamps, V. & Rullière, D. & Usseglio-Carleve, A., 2017. "Quantile predictions for elliptical random fields," Journal of Multivariate Analysis, Elsevier, vol. 159(C), pages 1-17.
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