Some extremal type elliptical distributions

Samuel Kotz and Saralees Nadarajah

Statistics & Probability Letters, 2001, vol. 54, issue 2, 171-182

Abstract: We note that the Kotz type distribution in the class of elliptical distributions can be interpreted as being generated by the Weibull or Type III extreme value distribution. Based on this observation, we develop two new elliptical distributions based on the Type I and Type II extreme value distributions and study their structural properties. We also derive several hitherto unknown properties for the Kotz type distribution.

Date: 2001
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