Constructing models for spherical and elliptical densities
The article provides construction algorithms for consistent model classes of continuous spherical and elliptical distributions. The algorithms are based on characterization theorems for consistent families of generator functions. This characterization uses the term of complete monotonicity. The algo...
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| Format: | Article |
| Language: | English |
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De Gruyter
2023-12-01
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| Series: | Dependence Modeling |
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| Online Access: | https://doi.org/10.1515/demo-2023-0111 |