A new class of symmetric distributions including the elliptically symmetric logistic
نویسندگان
چکیده
We introduce a new broad and flexible class of multivariate elliptically symmetric distributions including the logistic normal. Various probabilistic properties distribution are studied, linear transformations, marginal distributions, conditional moments, stochastic representations characteristic function. also consider estimation issues associated with mean vector dispersion matrix. An analysis real life data set is presented for illustrative purposes.
منابع مشابه
Testing for Affine Equivalence of Elliptically Symmetric Distributions
Let X and Y be d-dimensional random vectors having elliptically symmetric distributions. Call X and Y affinely equivalent if Y has the same distribution as AX + b for some nonsingular d × d-matrix A and some b ∈ Rd. This paper studies a class of affine invariant tests for affine equivalence under certain moment restrictions. The test statistics are measures of discrepancy between the empirical ...
متن کاملAIC, Cp and estimators of loss for elliptically symmetric distributions
In this article, we develop a modern perspective on Akaike’s Information Criterion and Mallows’ Cp for model selection. Despite the differences in their respective motivation, they are equivalent in the special case of Gaussian linear regression. In this case they are also equivalent to a third criterion, an unbiased estimator of the quadratic prediction loss, derived from loss estimation theor...
متن کاملElliptically Symmetric Polarized Beams
We study the free-propagation features of an optical field endowed with a non-uniform polarization pattern with elliptical symmetry. The fields derived in this way are called Elliptically Symmetric Polarized Beams (ESPB for short). Some properties of these fields are analysed. Moreover, it is shown how it is possible to obtain such light beams by applying the results to Bessel-Gauss beams.
متن کاملA Class of Symmetric Bivariate Uniform Distributions
A class of symmetric bivariate uniform distributions is proposed for use in statistical modeling. The distributions may be constructed to be absolutely continuous with correlations as close to ±1 as desired. Expressions for the correlations, regressions and copulas are found. An extension to three dimensions is proposed.
متن کاملFlexible Class of Skew-Symmetric Distributions
We propose a flexible class of skew-symmetric distributions for which the probability density function has the form of a product of a symmetric density and a skewing function. By constructing an enumerable dense subset of skewing functions on a compact set, we are able to consider a family of distributions, which can capture skewness, heavy tails and multimodality systematically. We present thr...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Communications in Statistics
سال: 2021
ISSN: ['1532-415X', '0361-0926']
DOI: https://doi.org/10.1080/03610926.2020.1818098