Geometric representations of multivariate skewed elliptically contoured distributions

被引：0

作者：

Richter, Wolf-Dieter ^{[1
]}

Venz, John ^{[1
]}

机构：

[1] Univ Rostock, Inst Math, Ulmenstr 69,Haus 3, D-18057 Rostock, Germany

来源：

CHILEAN JOURNAL OF STATISTICS | 2014年 / 5卷 / 02期

关键词：

skew-elliptical distribution; stochastic representation; geometric representation; density contour plot;

D O I：

暂无

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：

We derive a wide class of geometric representation formulas for multivariate skewed elliptically contoured distributions and show in a unified geometric way how some of them are related to stochastic representations known in the literature. Furthermore, we make use of the geometric measure representation to explore independence between collections of components of accordingly distributed random vectors, and to investigate contour plots of skewed normal densities from a geometric viewpoint.

引用

页码：71 / 90

页数：20

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