Variance-Mean Mixture of Kotz-Type Distributions

ARSLAN O.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.38, sa.2, ss.272-284, 2009 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 38 Sayı: 2
  • Basım Tarihi: 2009
  • Doi Numarası: 10.1080/03610920802192497
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.272-284
  • Anahtar Kelimeler: Extended generalized inverse Gaussian distribution, Generalized hyperbolic distribution, Generalized inverse Gaussian distribution, Kotz-type distribution, Normal variance-mean mixture, Scale mixture, INVERSE GAUSSIAN DISTRIBUTIONS, HYPERBOLIC DISTRIBUTIONS, MULTIVARIATE, MODEL
  • Ankara Üniversitesi Adresli: Hayır

Özet

This article proposes a new family of multivariate distributions as the variance-mean mixture of the multivariate Kotz-type distribution with the extended generalized inverse Gaussian as the mixing distribution. Definition and some of the main properties are given.