scholarly journals Cumulants of Multivariate Symmetric and Skew Symmetric Distributions

Symmetry ◽  
2021 ◽  
Vol 13 (8) ◽  
pp. 1383
Author(s):  
Sreenivasa Rao Jammalamadaka ◽  
Emanuele Taufer ◽  
Gyorgy H. Terdik
Keyword(s):  
Comprehensive Treatment ◽  
Multivariate Distributions ◽  
Symmetric Distributions ◽  
Multivariate T Distribution ◽  
T Distribution ◽  
Multivariate T

This paper provides a systematic and comprehensive treatment for obtaining general expressions of any order, for the moments and cumulants of spherically and elliptically symmetric multivariate distributions; results for the case of multivariate t-distribution and related skew-t distribution are discussed in some detail.

MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE t-DISTRIBUTION

2005 ◽  
Vol 19 (3) ◽  
pp. 363-375 ◽  
Author(s):  
J. P. Arias-Nicolás ◽  
J. M. Fernández-Ponce ◽  
P. Luque-Calvo ◽  
A. Suárez-Llorens
Keyword(s):  
Dependence Structure ◽  
Influential Observations ◽  
Multivariate Distributions ◽  
Multivariate T Distribution ◽  
Multivariate Dispersion ◽  
Dispersion Order ◽  
Distribution Family ◽  
T Distribution ◽  
Multivariate T

We study the concept of multivariate dispersion order, defined as the existence of an expansion function that maps a random vector to another one, for multivariate distributions with the same dependence structure. As a particular case, we can order the multivariate t-distribution family in dispersion sense. Finally, we use these results in the problem of detection and characterization of influential observations in regression analysis. This problem can often be used to compare two multivariate t-distributions.

Robust Curve Clustering Based on a Multivariate $t$-Distribution Model

2010 ◽  
Vol 21 (12) ◽  
pp. 1976-1984 ◽  
Author(s):  
Zhi Min Wang ◽  
Qing Song ◽  
Yeng Chai Soh ◽  
Kang Sim
Keyword(s):  
Distribution Model ◽  
Multivariate T Distribution ◽  
Curve Clustering ◽  
T Distribution ◽  
Multivariate T
Sign in / Sign up

Export Citation Format

Share Document