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Consistency Property of Elliptic Probability Density Functions

Citations

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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. Shi, Jianhong & Bai, Xiuqin & Song, Weixing, 2022. "Tweedie-type formulae for a multivariate Laplace distribution," Statistics & Probability Letters, Elsevier, vol. 183(C).
  3. 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.
  4. Fotopoulos, Stergios B., 2017. "Symmetric Gaussian mixture distributions with GGC scales," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 185-194.
  5. Arellano-Valle, Reinaldo B. & Azzalini, Adelchi, 2021. "A formulation for continuous mixtures of multivariate normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
  6. Landsman, Zinoviy & Neslehová, Johanna, 2008. "Stein's Lemma for elliptical random vectors," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 912-927, May.
  7. 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).
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Nabil Kazi-Tani & Didier Rullière, 2019. "On a construction of multivariate distributions given some multidimensional marginals," Post-Print hal-01575169, HAL.
  13. 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.
  14. 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.
  15. 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.
  16. Victor Korolev, 2020. "Some Properties of Univariate and Multivariate Exponential Power Distributions and Related Topics," Mathematics, MDPI, vol. 8(11), pages 1-27, November.
  17. 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.
  18. 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.
  19. Matsuura, Shun & Kurata, Hiroshi, 2011. "Principal points of a multivariate mixture distribution," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 213-224, February.
  20. 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.
  21. Hashorva, Enkelejd, 2008. "Tail asymptotic results for elliptical distributions," Insurance: Mathematics and Economics, Elsevier, vol. 43(1), pages 158-164, August.
  22. 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.
  23. 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.
  24. Hashorva, Enkelejd, 2007. "Conditional limiting distribution of Type III elliptical random vectors," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 282-294, February.
  25. 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.
  26. Kakizawa, Yoshihide, 2022. "Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
  27. Genton, Marc G. & Ma, Yanyuan, 1999. "Robustness properties of dispersion estimators," Statistics & Probability Letters, Elsevier, vol. 44(4), pages 343-350, October.
  28. Hashorva, Enkelejd, 2007. "Extremes of conditioned elliptical random vectors," Journal of Multivariate Analysis, Elsevier, vol. 98(8), pages 1583-1591, September.
  29. Nabil Kazi-Tani & Didier Rullière, 2017. "On a construction of multivariate distributions given some multidimensional marginals," Working Papers hal-01575169, HAL.
  30. Hashorva, Enkelejd, 2006. "On the regular variation of elliptical random vectors," Statistics & Probability Letters, Elsevier, vol. 76(14), pages 1427-1434, August.
  31. 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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