Projected Elliptical Distributions
β Scribed by Winfried Stute; Uwe Werner
- Book ID
- 106301064
- Publisher
- Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 2005
- Tongue
- English
- Weight
- 159 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0168-9673
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We note that the Kotz type distribution in the class of elliptical distributions can be interpreted as being generated by the Weibull or Type III extreme value distribution. Based on this observation, we develop two new elliptical distributions based on the Type I and Type II extreme value distribut
face very complicated systems of differential equations characterizing the geodesic curves. In general, no closed form solutions for these systems are available. In this paper, we investigate the class of multivariate elliptical distributions. We find that a change of coordinates reduces the system