A new family of slash-distributions with elliptical contours

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dc.contributor.authorGomez, Hector W.
dc.contributor.authorQuintana, Fernando A.
dc.contributor.authorTorres, Francisco J.
dc.date.accessioned2024-01-10T12:04:13Z
dc.date.available2024-01-10T12:04:13Z
dc.date.issued2007
dc.description.abstractWe 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 an elliptically distributed random variable with respect to the power,of a U(0, 1) random variable. The same idea is extended to the multivariate case. We study general properties of the resulting families, including their moments. We illustrate special cases of interest, such as Normal, Cauchy, Student-t, Type II Pearson and Kotz-type distributions. (c) 2007 Elsevier B.V. All rights reserved.
dc.fechaingreso.objetodigital11-04-2024
dc.format.extent9 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.spl.2006.11.006
dc.identifier.issn0167-7152
dc.identifier.urihttps://doi.org/10.1016/j.spl.2006.11.006
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/75728
dc.identifier.wosidWOS:000245846400007
dc.information.autorucMatemática;Quintana F;S/I;100343
dc.issue.numero7
dc.language.isoen
dc.nota.accesoContenido parcial
dc.pagina.final725
dc.pagina.inicio717
dc.publisherELSEVIER SCIENCE BV
dc.revistaSTATISTICS & PROBABILITY LETTERS
dc.rightsacceso restringido
dc.subjectkurtosis
dc.subjectscale mixtures of elliptical distributions
dc.subjectsymmetric distributions
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleA new family of slash-distributions with elliptical contours
dc.typeartículo
dc.volumen77
sipa.codpersvinculados100343
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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