Singular elliptical distribution:: Density and applications

被引:20
|
作者
Díaz-García, JA
Leiva-Sánchez, V
Galea, M
机构
[1] Univ Autonoma Agraria Antonio Narro, Dept Stat & Computat, Saltillo 25350, Coahuila, Mexico
[2] Univ Valparaiso, Dept Stat, Valparaiso, Chile
关键词
elliptical distributions; singular distribution; generalized non-central Chi-squared and t distributions; elliptical linear model; confidence intervals; the t-statistic;
D O I
10.1081/STA-120003646
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:665 / 681
页数:17
相关论文
共 50 条