Constructing models for spherical and elliptical densities-Reference-Cited by-同舟云学术

Constructing models for spherical and elliptical densities

Published:2023-01-01 Issue:1 Volume:11 Page:
ISSN:2300-2298
Container-title:Dependence Modeling
language:en
Short-container-title:

Author:

Liebscher Eckhard¹

Affiliation:

1. Department of Engineering and Natural Sciences, University of Applied Sciences Merseburg , Eberhard-Leibnitz-Str. 2 , 06217 Merseburg , Germany

Abstract

Abstract The article provides construction algorithms for consistent model classes of continuous spherical and elliptical distributions. The algorithms are based on characterization theorems for consistent families of generator functions. This characterization uses the term of complete monotonicity. The algorithms are applied to several examples of generators leading to consistent families of generators with explicit formulas for marginal densities of arbitrary dimension.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

https://www.degruyter.com/document/doi/10.1515/demo-2023-0111/pdf

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