Geometric disintegration and star-shaped distributions

نویسنده

  • Wolf-Dieter Richter
چکیده

Geometric and stochastic representations are derived for the big class of p-generalized elliptically contoured distributions, and (generalizing Cavalieri?s and Torricelli?s method of indivisibles in a non-Euclidean sense) a geometric disintegration method is established for deriving even more general star-shaped distributions. Applications to constructing non-concentric elliptically contoured and generalized von Mises distributions are presented.

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تاریخ انتشار 2014