On some characterizations of spherical distributions
A characterization for each spherical (symmetric) distribution is presented. Moreover, a representation as a scale mixture of the Pearson type II distribution is obtained. Some extensions to the multivariate case are also considered.
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Volume (Year): 54 (2001)
Issue (Month): 3 (October)
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References listed on IDEAS
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- Arellano-Valle, Reinaldo B. & Bolfarine, Heleno, 1995. "On some characterizations of the t-distribution," Statistics & Probability Letters, Elsevier, vol. 25(1), pages 79-85, October.
- Volodin, Nikolai A., 1999. "Spherically Symmetric Logistic Distribution," Journal of Multivariate Analysis, Elsevier, vol. 70(2), pages 202-206, August.
- Khatri, C. G. & Mukerjee, Rahul, 1987. "Characterization of normality within the class of elliptical contoured distributions," Statistics & Probability Letters, Elsevier, vol. 5(3), pages 187-190, April.
- Bansal, N. & Hamedani, G. G. & Key, Eric S. & Volkmer, Hans & Zhang, Hao & Behboodian, J., 1999. "Some characterizations of the normal distribution," Statistics & Probability Letters, Elsevier, vol. 42(4), pages 393-400, May.
- Liang, Jia-Juan & Bentler, Peter M., 1998. "Characterizations of some subclasses of spherical distributions," Statistics & Probability Letters, Elsevier, vol. 40(2), pages 155-164, September.
- R. Arellano-Valle & H. Bolfarine & P. Iglesias, 1994. "A predictivistic interpretation of the multivariatet distribution," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 3(2), pages 221-236, December.
- Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
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