Modelling with star-shaped distributions-Reference-Cited by-同舟云学术

Modelling with star-shaped distributions

Published:2020-01-01 Issue:1 Volume:8 Page:45-69
ISSN:2300-2298
Container-title:Dependence Modeling
language:en
Short-container-title:

Author:

Liebscher Eckhard¹,Richter Wolf-Dieter²

Affiliation:

1. University of Applied Sciences Merseburg , Department of Engineering and Natural Sciences , 06217 Merseburg , Germany

2. University of Rostock , Institute of Mathematics , Ulmenstr. 69, Haus 3, 18057 Rostock , Germany

Abstract

Abstract We prove and describe in great detail a general method for constructing a wide range of multivariate probability density functions. We introduce probabilistic models for a large variety of clouds of multivariate data points. In the present paper, the focus is on star-shaped distributions of an arbitrary dimension, where in case of spherical distributions dependence is modeled by a non-Gaussian density generating function.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Link

https://www.degruyter.com/document/doi/10.1515/demo-2020-0003/pdf

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