Characterizations of some subclasses of spherical distributions

Statistics and Probability Letters

Volumn 40, Issue 2, 1998, Pages 155-164

  Liang, Jia Juan ^a,b   Bentler, Peter M ^c  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b INSTITUTE OF APPLIED MATHEMATICS   (China)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Conditional and marginal distributions; Quadratic forms; Spherical distributions; Stochastic representation

Indexed keywords

EID: 0032530038     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00084-4     Document Type: Article

References (6)

1. Anderson, T.W., Fang, K.T., 1987. Cochran's theorem for elliptically contoured distributions. Sankhya Ser. A 49, 305-315
2. Arellano-Valle, R.B., Bolfarine, H., 1995. On some characterizations of the t-distribution. Statist. Probab. Lett. 25, 79-85.
3. Cambanis, S., Huang, S., Simons, G., 1981. On the theory of elliptically contoured distributions. J. Mult. Anal. 11, 368-385.
4. Fang, K.T., Kotz, S., Ng, K.W., 1990. Symmetric Multivariate and Related Distributions. Chapman & Hall, London and New York.
5. Kano, Y., 1994. Consistency property of elliptical probability density functions. J. Mult. Anal. 51, 139-147.
6. Kelker, D., 1970. Distribution theory of spherical distributions and a location-scale parameter. Sankhya Ser. A 32, 419-430.