Constructing models for spherical and elliptical densities

Autor: Liebscher Eckhard
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: Dependence Modeling, Vol 11, Iss 1, Pp 1-24 (2023)
Druh dokumentu: article
ISSN: 2300-2298
DOI: 10.1515/demo-2023-0111
Popis: The article provides construction algorithms for consistent model classes of continuous spherical and elliptical distributions. The algorithms are based on characterization theorems for consistent families of generator functions. This characterization uses the term of complete monotonicity. The algorithms are applied to several examples of generators leading to consistent families of generators with explicit formulas for marginal densities of arbitrary dimension.
Databáze: Directory of Open Access Journals