Modelling with star-shaped distributions

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.

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch

Bibliographic citation
Modelling with star-shaped distributions ; volume:8 ; number:1 ; year:2020 ; pages:45-69 ; extent:25
Dependence modeling ; 8, Heft 1 (2020), 45-69 (gesamt 25)

Creator
Liebscher, Eckhard
Richter, Wolf-Dieter

DOI
10.1515/demo-2020-0003
URN
urn:nbn:de:101:1-2411201438135.705688361252
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:34 AM CEST

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