A note on the coefficients of elliptical random variables

Shushi Tomer

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A note on the coefficients of elliptical random variables

机译：关于椭圆随机变量系数的注释

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摘要

It is well-known that the sum of elliptical random variables with constant coefficients is also an elliptical random variable. In this note, we prove that the coefficients can also be random variables, such that the sum of elliptical random variables with random coefficients on a circle is also elliptically distributed. We then examine statistical implications by considering the projection pursuit with the underlying random variables. (C) 2019 Elsevier B.V. All rights reserved.

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《Statistics & Probability Letters》 |2019年第2019期|共3页
作者
Shushi Tomer;
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作者单位

Ben Gurion Univ Negev Guilford Glazer Fac Business &

Management Dept Business Adm Beer Sheva Israel;

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原文格式 PDF
正文语种 eng
中图分类概率论（几率论、或然率论）;
关键词
Elliptical distributions; Projection pursuit; Stopping rules; Weighted-sum; Wiener process;

机译：椭圆分布;投影追求;停止规则;加权总和;维纳过程;

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专利

1. A note on the coefficients of elliptical random variables [J] . Shushi Tomer Statistics & Probability Letters . 2019,第期

机译：关于椭圆随机变量系数的注释
2. Numerical solution of a linear elliptic partial differential equation with variable coefficients: A complex variable boundary element approach [J] . Ang W.-T. Numerical Methods for Partial Differential Equations: An International Journal . 2012,第3期

机译：变系数线性椭圆型偏微分方程的数值解：复变边界元法
3. Variable-Coefficient Mapping Method Based on Elliptical Equation and Exact Solutions to Nonlinear Schroedinger Equations with Variable Coefficient [J] . GE Jian-Ya, WANG Rui-Min, DAI Chao-Qing, Communications in Theoretical Physics . 2006,第4期

机译：基于椭圆方程和变系数非线性Schroedinger方程精确解的变系数映射方法
4. A note on stochastic fractional heat equation with variable coefficients [C] . Milos Japundzic, Danijela Rajter-Ciric International Conference on Application of Mathematics in Engineering and Economics . 2019

机译：关于随机系数的随机分数热方程的一个备注
5. Essays on Nonparametric Identification: Identification of Dependent Multidimensional Unobserved Variables in a System of Linear Equations Identification and Estimation for Regressions with Errors in All Variables Identification of Nonparametrically Distributed Random Coefficients in Linear Panel Data Models. [D] . Ben-Moshe, Dan. 2012

机译：关于非参数识别的论文：线性方程组中相关多维多维观测变量的识别以及线性面板数据模型中非参数分布随机系数的所有变量中所有变量均具有误差的回归估计。
6. The Dirichlet Problem for Linear Elliptic Equations of Arbitrary Even Order with Variable Coefficients [O] . Felix E. Browder 1952

机译：变系数任意偶数线性椭圆方程的Dirichlet问题。
7. A COMPLEX VARIABLE BOUNDARY ELEMENT METHOD FOR AN ELLIPTIC PARTIAL DIFFERENTIAL EQUATION WITH VARIABLE COEFFICIENTS [O] . Y. S. Parka, W. T. Angb 2015

机译：具有变系数的椭圆偏微分方程的复变量边界元方法
8. Adaptive ANOVA-Based Data-Driven Stochastic Method for Elliptic PDE with Random Coefficients. [R] . Hu, X., Lin, G., Hou, T. Y., 2012

机译：基于自适应aNOVa的随机系数椭圆偏微分方程的数据驱动随机方法。

A note on the coefficients of elliptical random variables

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