Title : ( Generalized elliptical distributions )
Authors: Mohammad Arashi , S. Nadarajah ,Access to full-text not allowed by authors
Abstract
A family of distributions generated by an operator acting on generalized normal density is introduced. This family contains as particular cases many known distributions, including the generalized normal, generalized t, and generalized gamma distributions. Several mathematical properties of the family (including expansions, characteristic function, moments, cumulants, and order statistics properties) are derived. Estimation procedures are derived too by the method of moments, method of maximum likelihood, and the method of empirical characteristic function. A real data application is presented. Finally, extensions to the multivariate case are outlined.
Keywords
, Estimation, Generalized normal distribution, Weighting function.@article{paperid:1081572,
author = {Arashi, Mohammad and S. Nadarajah},
title = {Generalized elliptical distributions},
journal = {Communications in Statistics - Theory and Methods},
year = {2017},
volume = {46},
number = {13},
month = {July},
issn = {0361-0926},
pages = {6412--6432},
numpages = {20},
keywords = {Estimation; Generalized normal distribution; Weighting function.},
}
%0 Journal Article
%T Generalized elliptical distributions
%A Arashi, Mohammad
%A S. Nadarajah
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2017