文章基本信息

标题：Geometric representations of multivariate skewed elliptically contoured distributions
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作者：Wolf-Dieter Richter ; John Venz
期刊名称：Chilean Journal of Statistics
印刷版ISSN：0718-7912
电子版ISSN：0718-7920
出版年度：2014
卷号：5
期号：2
页码：71-90
出版社：Chilean Statistical Society
摘要：We derive a wide class of geometric representation formulas for multivariate skewed elliptically contoured distributions and show in a unified geometric way how some of them are related to sto chastic representations known in the literature. Furthermore, we make use of the geometric measure representation to explore independence between collections of components of accordingly distributed random vectors, and to investigate contour plots of skewed normal densities from a geometric viewpoint.
关键词：skew-elliptical distribution ; sto chastic representation ; geometric ; representation ; density contour plot