期刊
STATISTICS
卷 37, 期 4, 页码 341-358出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/0233188031000078060
关键词
elliptically contoured; Kotz type; multivariate normal
The Kotz-type distribution was introduced by Kotz (1975) as a generalization of the multivariate normal distribution. Since 1990 there has been a surge of activity relating to this distribution. We have identified sonic 25 papers on the Kotz-type distribution over the period from 1990 to 2002 - compared to just 5 over the period from 1980 to 1989. The aim of this paper is to review the developments in the following areas: marginal distributions; moments; characteristic functions; characterizations; asymptotics; quadratic forms; estimation; hypothesis testing; generalizations; Bayesian inference; and, applications in other areas such as ecology, discriminant analysis, mathematical finance, repeated measurements, shape theory and signal processing. We feel that this review could be important as a source of reference and for unlocking further research on the distribution.
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