Hierarchical orbital decompositions and extended decomposable distributions

Hidehiko Kamiya and Akimichi Takemura

Journal of Multivariate Analysis, 2008, vol. 99, issue 3, 339-357

Abstract: Elliptically contoured distributions can be considered to be the distributions for which the contours of the density functions are proportional ellipsoids. Kamiya, Takemura and Kuriki [Star-shaped distributions and their generalizations, J. Statist. Plann. Inference, 2006, available at , to appear] generalized the elliptically contoured distributions to star-shaped distributions, for which the contours are allowed to be arbitrary proportional star-shaped sets. This was achieved by considering the so-called orbital decomposition of the sample space in the general framework of group invariance. In the present paper, we extend their results by conducting the orbital decompositions in steps and obtaining a further, hierarchical decomposition of the sample space. This allows us to construct probability models and distributions with further independence structures. The general results are applied to the star-shaped distributions with a certain symmetric structure, the distributions related to the two-sample Wishart problem and the distributions of preference rankings.

Keywords: Decomposable; distribution; Global; cross; section; Orbital; decomposition; Ranking; Star-shaped; distribution (search for similar items in EconPapers)
Date: 2008
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