Characterization ofp-Generalized Normality
AbstractIn this paper some characterization results ofLp-norm spherical distributions are obtained. It is proved that ifX=(X1,Â ...,Â Xn)' has aLp-norm spherical distribution having certain independence properties, thenX1,Â X2,Â ...,Â Xnmust be i.i.d. with p.d.f.p(x)[is proportional to]e-xp/c. Also, the largest characterization ofLp-norm spherical distributions is given.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 60 (1997)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001.
"Robust Bayesian Inference on Scale Parameters,"
Journal of Multivariate Analysis,
Elsevier, vol. 77(1), pages 54-72, April.
- Carmen Fernandez & Jacek Osiewalski & M. F. J. Steel, 2004. "Robust Bayesian inference on scale parameters," ESE Discussion Papers 25, Edinburgh School of Economics, University of Edinburgh.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Discussion Paper 1996-65, Tilburg University, Center for Economic Research.
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