A largest characterization of spherical and related distributions

Kai-Tai Fang and P. M. Bentler

Statistics & Probability Letters, 1991, vol. 11, issue 2, 107-110

Abstract: It is well known that the family of spherical distributions has many nice properties. Is it possible to extend those properties to some bigger family [triple bond; length as m-dash] (y) which consists of all positive scale mixtures of y, where y is a given random vector and is called the generating vector of ? In this paper, a largest characterization that there is no generating vector y such that the family of the spherical distributions is a proper subfamily of (y) is given. This largest characterization can be extended to the families of multivariate L1-norm symmetric and multivariate Liouville distributions.

Keywords: Characterization; of; distribution; multivariate; L1-norm; symmetric; distribution; multivariate; Liouville; distribution; spherical; distribution (search for similar items in EconPapers)
Date: 1991
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