Characterizations of some subclasses of spherical distributions

Three types of characterizations for two subclasses of spherical distributions are presented. Within the class of spherical distributions, we prove that the symmetric Kotz-type distributions (under some restricted parameters) and the symmetric Pearson-type II distributions are characterized by certain marginal and conditional distributions, and the distributions of some quadratic forms, respectively.

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Year of publication:	1998
Authors:	Liang, Jia-Juan ; Bentler, Peter M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 40.1998, 2, p. 155-164
Publisher:	Elsevier
Keywords:	Conditional marginal distributions Quadratic forms Spherical distributions Stochastic representation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259327