A multivariate generalization of the power exponential family of distributions 论文

摘要

This papui piiJposcs a multivariale generalization of the power exponential distribution family. It will be useful in modelizing random phenomena and it will rubustify many statistical procedures. Its definition and main properties are given. A procedure to simulate observations from this distribution is derived. Finally, an example adjusted to a bidimensional power exponential distribution is shown.