A New Family of Exponential Slash Distributions with Elliptical Contours
Received:July 03, 2014  Revised:January 16, 2015
Key Words: slash distribution   exponential slashed elliptical distribution   scale mixtures of elliptical distributions   kurtosis coefficient  
Fund Project:Supported by the National Natural Science Foundation of China (Grant No.61304155), Beijing Municipal Party Committee Organization Department Talents Project (Grant No.2012D005003000005) and Graduate Department of BTBU Comprehensive Reform Project to Promote Talent Cultivation (Grant No.19005428069).
Author NameAffiliation
Meiping XU Department of Mathematics, School of Science, Beijing Technology and Business University, Beijing 100048, P. R. China 
Wenhao GUI Department of Mathematics and Statistics, University of Minnesota Duluth, Minnesota 55812, USA
Department of Mathematics, Beijing Jiaotong University, Beijing 100044, P. R. China 
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Abstract:
      A new family of univariate exponential slash distribution is introduced, which is based on elliptical distributions and defined by means of a stochastic representation as the scale mixture of an elliptically distributed random variable with respect to the power of an exponential random variable. The same idea is extended to the multivariate case. General properties of the resulting families, including their moments and kurtosis coefficient, are studied. And inferences based on methods of moment and maximum likelihood are discussed. A real data is presented to show this family is flexible and fits much better than other related families.
Citation:
DOI:10.3770/j.issn:2095-2651.2015.02.010
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