Symmetric e1 -spherical distributions: properties and applications
In this paper, we study a useful family of ndimensional e1 -spherical distributions (denoted as LSn). Although the symmetric e1 -spherical distribution has long been known to be a special case of the more general e1 -spherical distribution, some of its important properties have not yet been explored. We first derive the marginal and conditional distributions of z ∈eLSn when the joint density function of z does not exist. We also present the survival function for LSn. We then investigate the class of scale mixtures of a random vector with in-dependently and identically distributed double exponential components (denoted by LSn∞) and its relationship with z∈L5n.Other properties such as independency, characterization and robustness are also studied. Applications in nonparametric prediction and generation of numbertheoretic netswill be presented.Monte Carlo methods are utilized to obtain the quantiles of some test statistics which are useful in model diagnostics and outlier detection.
Characterization Double exponential distribution Laplace distribution ep -spherical distribution. Robustnes.
Jun-Wu Yu
School of Mathematics and Computation Science Hunan University of Science and Technology, Xiangtan Hunan 4112011,China
国际会议
南京
英文
71-74
2010-07-29（万方平台首次上网日期，不代表论文的发表时间）