Singular elliptical distribution: Density and applications

José A. Díaz-García, Victor Leiva-Sánchez, Manuel Galea

Resultado de la investigación: Contribución a una revistaArtículorevisión exhaustiva

17 Citas (Scopus)

Resumen

The paper present an explicit expression for the density of a n-dimensional random vector with a singular Elliptical distribution. Based on this, the densities of the generalized Chi-squared and generalized t distributions are derived, examining the Pearson Type VII distribution and Kotz Type distribution (as specific Elliptical distributions). Finally, the results are applied to the study of the distribution of the residuals of an Elliptical linear model and the distribution of the t-statistic, based on a sample from an Elliptical population.

Idioma originalInglés
Páginas (desde-hasta)665-681
Número de páginas17
PublicaciónCommunications in Statistics - Theory and Methods
Volumen31
N.º5
DOI
EstadoPublicada - may 2002
Publicado de forma externa

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