A new family of multivariate slash distributions
Z. Ghayour Moradi,
M. Arashi,
O. Arslan and
Anis Iranmanesh
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 7, 3264-3275
Abstract:
In this article, a new form of multivariate slash distribution is introduced and some statistical properties are derived. In order to illustrate the advantage of this distribution over the existing generalized multivariate slash distribution in the literature, it is applied to a real data set.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3264-3275
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DOI: 10.1080/03610926.2013.781644
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