Constructing models for spherical and elliptical densities
Abstract: The article provides construction algorithms for consistent model classes of continuous spherical and elliptical distributions. The algorithms are based on characterization theorems for consistent families of generator functions. This characterization uses the term of complete monotonicity. The algorithms are applied to several examples of generators leading to consistent families of generators with explicit formulas for marginal densities of arbitrary dimension.
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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Constructing models for spherical and elliptical densities ; volume:11 ; number:1 ; year:2023 ; extent:19
Dependence modeling ; 11, Heft 1 (2023) (gesamt 19)
- Creator
- DOI
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10.1515/demo-2023-0111
- URN
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urn:nbn:de:101:1-2024012313145390369546
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:28 AM CEST
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