On singular elliptical models

M. Arashi and S. Nadarajah

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 1, 247-258

Abstract: The probability density function (pdf) ofsingular elliptical distributions is represented as an integralseries of singular normal distributions. Explicit formulas for the pdf and the cdf of the generalized Chi-square distribution are derived under singular elliptical assumptions extending the result of Díaz-García [(2002). Singular elliptical distribution: density and applications. Commun. Stat.—Theory Methods 31:665–681]. Applications are given of the proposed result for singular mixedmodels.

Date: 2017
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DOI: 10.1080/03610926.2014.990103

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