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BY 4.0 license Open Access Published by De Gruyter Open Access March 31, 2020

Modelling with star-shaped distributions

  • Eckhard Liebscher EMAIL logo and Wolf-Dieter Richter
From the journal Dependence Modeling

Abstract

We prove and describe in great detail a general method for constructing a wide range of multivariate probability density functions. We introduce probabilistic models for a large variety of clouds of multivariate data points. In the present paper, the focus is on star-shaped distributions of an arbitrary dimension, where in case of spherical distributions dependence is modeled by a non-Gaussian density generating function.

MSC 2010: 60E05; 62E17

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Received: 2019-11-19
Accepted: 2020-02-11
Published Online: 2020-03-31

© 2020 Eckhard Liebscher et al., published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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