Buscar
Mostrando ítems 1-10 de 36
A new family of slash-distributions with elliptical contours
(ELSEVIER SCIENCE BV, 2007)
We introduce a new family of univariate and multivariate slash-distributions. Our construction is based on elliptical distributions. We define the new family by means of a stochastic representation as the scale mixture of ...
On some characterizations of spherical distributions
(ELSEVIER SCIENCE BV, 2001)
A characterization for each spherical (symmetric) distribution is presented. Moreover, a representation as a scale mixture of the Pearson type II distribution is obtained. Some extensions to the multivariate case are also ...
On the exact distribution of the maximum of absolutely continuous dependent random variables
(ELSEVIER SCIENCE BV, 2008)
We derive the exact probability density function of the maximum of arbitrary absolutely continuous dependent random variables and of absolutely continuous exchangeable random variables. We show this density is related to ...
Bayesian sensitivity analysis in elliptical linear regression models
(ELSEVIER SCIENCE BV, 2000)
Bayesian influence measures for linear regression models have been developed mostly for normal regression models with noninformative prior distributions for the unknown parameters. In this work we extend existing results ...
Influence diagnostics on the coefficient of variation of elliptically contoured distributions
(CARL HANSER VERLAG, 2011)
A new family of slash-distributions with elliptical contours (vol 77, 717, 2007)
(ELSEVIER SCIENCE BV, 2008)
On the exact distribution of linear combinations of order statistics from dependent random variables
(ELSEVIER INC, 2007)
We study the exact distribution of linear combinations of order statistics of arbitrary (absolutely continuous) dependent random variables. In particular, we examine the case where the random variables have a joint ...