Some extremal type elliptical distributions

Statistics and Probability Letters

Volumn 54, Issue 2, 2001, Pages 171-182

  Kotz, Samuel ^a   Nadarajah, Saralees ^b  

^a George Washington University   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042349766     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00039-6     Document Type: Article

References (9)

1. Fang, H.B., Fang, K.T., Kotz, S., 1998. The meta-elliptical distributions with given marginals. Technical Report, Hong Kong Baptist University, Hong Kong.
2. Fang K.T., Kotz S., Ng K.W. Symmetric Multivariate and Related Distributions. 1990;Chapman and Hall, London.
3. Gradshteyn I.S., Ryzhik I.M. Tables of Integrals, Series, and Products. 1995;Academic Press, New York.
4. Iyengar S., Tong Y.L. Convexity properties of elliptically contoured distributions. Sankhya. A 51:1989;13-29.
5. Kotz S. Multivariate distributions at a cross-road. Patil G.P., Kotz S., Ord J.K Statistical Distributions in Scientific Work, 1. 1975;D. Reidel Publishing Company, Dordrecht, The Netherlands.
6. Kotz S., Nadarajah S. Extreme Value Distributions: Theory and Applications. 2000;Imperial College Press, London.
7. Kotz S., Ostrovskii I. Characteristic functions of a class of elliptical distributions. J. Multivariate Anal. 49:1994;164-178.
8. Prudnikov A.P., Brychkov Y.A., Marichev O.I. Integral and Series. Volume 3: More Special Functions. 1990;Gordon and Breach Science Publishers, Amsterdam.
9. Streit F. On the characteristic functions of the Kotz type distributions. La. Soc. Roy. Canada L'Acad. Sci. C. R. Math. 13:1991;121-124.