Variance-mean mixture of Kotz-type distributions
| Autor: | Olcay Arslan |
|---|---|
| Přispěvatelé: | Çukurova Üniversitesi |
| Jazyk: | angličtina |
| Rok vydání: | 2009 |
| Předmět: |
Statistics and Probability
Generalized inverse Gaussian distribution Generalized hyperbolic distribution Kotz-type distribution Matrix t-distribution Multivariate normal distribution Scale mixture Normal-Wishart distribution Exponential family Normal variance-mean mixture Statistics Applied mathematics Elliptical distribution Extended generalized inverse Gaussian distribution Inverse distribution Multivariate stable distribution Mathematics |
| Popis: | This article proposes a new family of multivariate distributions as the variance-mean mixture of the multivariate Kotz-type distribution with the extended generalized inverse Gaussian as the mixing distribution. Definition and some of the main properties are given. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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