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A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property
Methodology and Computing in Applied Probability ( IF 1.0 ) Pub Date : 2020-09-03 , DOI: 10.1007/s11009-020-09817-7
Yeshunying Wang , Chuancun Yin

We introduce a new class of multivariate elliptically symmetric distributions including elliptically symmetric logistic distributions and Kotz type distributions. We investigate the various probabilistic properties including marginal distributions, conditional distributions, linear transformations, characteristic functions and dependence measure in the perspective of the inconsistency property. In addition, we provide a real data example to show that the new distributions have reasonable flexibility.



中文翻译:

具有不一致性性质的一类新的多元椭圆轮廓分布

我们介绍了一类新的多元椭圆对称分布,包括椭圆对称逻辑分布和Kotz类型分布。我们从不一致属性的角度研究了各种概率属性,包括边际分布,条件分布,线性变换,特征函数和依赖度量。此外,我们提供了一个真实的数据示例来说明新发行版具有合理的灵活性。

更新日期:2020-09-03
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