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A new family of multivariate slash distributions
- Source :
- Communications in Statistics - Theory and Methods. 46:3264-3275
- Publication Year :
- 2014
- Publisher :
- Informa UK Limited, 2014.
-
Abstract
- In this article, a new form of multivariate slash distribution is introduced and some statistical properties are derived. In order to illustrate the advantage of this distribution over the existing generalized multivariate slash distribution in the literature, it is applied to a real data set.
- Subjects :
- Statistics and Probability
Multivariate statistics
Slash (logging)
05 social sciences
Matrix t-distribution
01 natural sciences
Normal-Wishart distribution
010104 statistics & probability
Univariate distribution
Slash distribution
0502 economics and business
Statistics
Econometrics
Multivariate t-distribution
0101 mathematics
050205 econometrics
Mathematics
Multivariate stable distribution
Subjects
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 46
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi...........d8ff4aebaa6a90a22a02d3ffd7ceae65
- Full Text :
- https://doi.org/10.1080/03610926.2013.781644