CONSISTENCY PROPERTY OF ELLIPTIC PROBABILITY DENSITY-FUNCTIONS
[摘要] Several conditions are established under which a family of elliptical probability density functions possesses a preferable consistency property. The consistency property ensures that any marginal distribution of a random vector whose distribution belongs to a specific elliptical family also belongs to the family. Elliptical distributions with the property must be a mixture of normal distributions. (C) 1994 Academic Press, Inc.
[发布日期] 1994-10-01 [发布机构]
[效力级别] [学科分类]
[关键词] KURTOSIS;LEPTOKURTIC DISTRIBUTION;MULTIVARIATE T-DISTRIBUTION;MULTIVARIATE POWER EXPONENTIAL DISTRIBUTION;PLATYKURTIC DISTRIBUTION;SCALE MIXTURE OF NORMAL DISTRIBUTIONS [时效性]
