Polyhedral Star-Shaped Distributions

Wolf-Dieter Richter and Kay Schicker

Journal of Probability and Statistics, 2017, vol. 2017, 1-23

Abstract:

A new method of probabilistic modelling of polyhedrally contoured sample clouds is presented and applied to statistical reasoning for a real dataset. Various representations of the new class of polyhedral star-shaped distributions are derived and basic properties of the moments as well as characteristic and moment generating functions of these distributions are studied. Along with location-scale transformations, estimating and hypothesis testing are dealt with.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:7176897

DOI: 10.1155/2017/7176897

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