A UNIFIED WEIGHTED FAMILY OF DISTRIBUTIONS WHICH CONTAINS THE SKEW-ELLIPTICAL FAMILY

被引：0

作者：

Alodat, M. T. ^{[1
,3
]}

Al-Salman, S. O.

Al-Rawwash, M. Y. ^{[2
,3
]}

机构：

[1] Univ Qatar, Dept Math Stat & Phys, Doha, Qatar

[2] Sharjah Univ, Dept Math, Sharjah, U Arab Emirates

[3] Yarmouk Univ, Dept Stat, Irbid, Jordan

来源：

PROBABILITY AND MATHEMATICAL STATISTICS-POLAND | 2014年 / 34卷 / 02期

关键词：

Multivariate weighted normal distribution; unified weighted family of distributions; skew-elliptical family; QUADRATIC-FORMS;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we introduce a new family of multivariate distributions, called the unified weighted family, as a generalization to the skew-elliptical family. We study some properties of the proposed family and show that it subsumes many important subfamilies such as the families arisen from the selection and hidden truncation ideas. Although the proposed family is very general, we focus on the multivariate weighted normal family which is regarded as a promising candidate in statistical inference.

引用

页码：215 / 235

页数：21

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