SeminÃrio do Programa de PÃs-GraduaÃÃo em EstatÃstica da UFPE - 2013
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Elliptically Contoured Distributions: Characterization and Applications
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Dr. VÃctor Leiva â http://www.deuv.cl/leiva
Departamento de EstadÃstica, Universidad de ValparaÃso Chile,
Data: 24 de abril de 2013 (quarta-feira)
HorÃrio: 16:00 horas
Local: AuditÃrio Ruy Gomes - Departamento de EstatÃstica da UFPE, Segundo andar do CCEN
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Abstract
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In this talk, some historical aspects on multivariate elliptically contoured (or elliptic) distributions are presented; see Fang et al. (1990), Fang & Zhang (1990), and Gupta& Varga (1993). In addition, several statistical and probabilistic issues on these multivariate distributions are discussed, for the singular and non-singular cases. Subfamilies of elliptic distributions are also analyzed. Diverse statistical applications based on such distributions are mentioned, including central and non-central distributions, sampling, linear models, and generalized Birnbaum-Saunders distributions; see DÃaz-GarcÃa et al. (2002, 2003), DÃaz-GarcÃa & Leiva (2003, 2005), and Riquelme et al (2011).
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References
[1] Fang KT, Zhang YT, (1990) Generalized Multivariate Analysis. Springer, Berlin.
[2] Fang KT, Kotz S, Ng KW, (1990) Symmetric Multivariate and Related Distribution,ÂÂÂÂ Chapman & Hall, London.
[3] Gupta AK, Varga T, (1993) Elliptically Contoured Models in Statistics. Kluwer, Boston.
[4] DÃaz-GarcÃa JA, Leiva V, Galea M, (2002) Singular elliptic distribution. density and
applications. Comm. Stat. Theor. Meth. 31:665-681.
[5] DÃaz-Garc JA, Leiva V, (2003) Doubly non-central t and F distribution obtained under singular and non-singular elliptic distributions. Comm. Stat. Theor. Meth. 32:11-32.
[6] DÃaz-GarcÃa JA, Galea M, Leiva V, (2003) Inïuence diagnostics for multivariate elliptic regression linear models. Comm. Stat. Theor. Meth. 32:625-641.
[7] DÄaz-GarcÃa JA, Leiva V, (2005) A new family of life distributions based on elliptically contoured distributions. J Stat Plan Infer 128:445-457.
[8] Riquelme M, Leiva V, Galea M, Sanhueza A, (2011) Inïuence diagnostics on the coeïcient of variation of elliptically contoured distributions. J. Appl. Stat. 38:513-532.
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