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The main results imply that the probability P(Z∈A+θ) is Schur-concave/Schur-convex in (θ12,…,θk2) provided that the indicator function of a set A in Rk is so, respectively; here, θ=(θ1,…,θk)∈Rk and Z is a standard normal random vector in Rk. Moreover, it is shown that the...
Persistent link: https://www.econbiz.de/10011041960
In this paper, functional models with not replications are investigated within the class of the elliptical distributions. Emphasis is placed on the special case of the Student-t distribution. Main results encompasses consistency and asymptotic normality of the maximum likelihood estimators. Due...
Persistent link: https://www.econbiz.de/10005199474
In a recent paper, Zografos [K. Zografos, On Mardia’s and Song’s measures of kurtosis in elliptical distributions, J. Multivariate Anal. 99 (2008) 858–879] has obtained general formulas for Song’s measure for the elliptic family of distributions, and he introduced and studied its sample...
Persistent link: https://www.econbiz.de/10010588057