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Article: Characteristic Functions of L1-Spherical and L1-Norm Symmetric Distributions and Their Applications

TitleCharacteristic Functions of L1-Spherical and L1-Norm Symmetric Distributions and Their Applications
Authors
KeywordsCharacteristic function, L1-norm symmetric distributions, L1-spherical distributions, order statistics, random weighting method, serial correlation
Issue Date2001
PublisherAcademic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmva
Citation
Journal Of Multivariate Analysis, 2001, v. 76 n. 2, p. 192-213 How to Cite?
AbstractIn this article we obtain the characteristic functions (c.f.'s) for L1-spherical distributions and simplify that of the L1-norm symmetric distributions to an expression of a finite sum. These forms of c.f.'s can be used to derive the probability density functions (p.d.f.'s) of linear combinations of variables. We shall show that this gives a unified approach to the treatment of the linear function of i.i.d. random variables and their order statistics associated with double-exponential (i.e., Laplace), exponential, and uniform distributions. Some applications in reliability prediction, random weighting, and serial correlation are also shown. © 2001 Academic Press.
Persistent Identifierhttp://hdl.handle.net/10722/83014
ISSN
2015 Impact Factor: 0.857
2015 SCImago Journal Rankings: 1.458
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorNg, KWen_HK
dc.contributor.authorTian, GLen_HK
dc.date.accessioned2010-09-06T08:35:57Z-
dc.date.available2010-09-06T08:35:57Z-
dc.date.issued2001en_HK
dc.identifier.citationJournal Of Multivariate Analysis, 2001, v. 76 n. 2, p. 192-213en_HK
dc.identifier.issn0047-259Xen_HK
dc.identifier.urihttp://hdl.handle.net/10722/83014-
dc.description.abstractIn this article we obtain the characteristic functions (c.f.'s) for L1-spherical distributions and simplify that of the L1-norm symmetric distributions to an expression of a finite sum. These forms of c.f.'s can be used to derive the probability density functions (p.d.f.'s) of linear combinations of variables. We shall show that this gives a unified approach to the treatment of the linear function of i.i.d. random variables and their order statistics associated with double-exponential (i.e., Laplace), exponential, and uniform distributions. Some applications in reliability prediction, random weighting, and serial correlation are also shown. © 2001 Academic Press.en_HK
dc.languageengen_HK
dc.publisherAcademic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmvaen_HK
dc.relation.ispartofJournal of Multivariate Analysisen_HK
dc.subjectCharacteristic function, L1-norm symmetric distributions, L1-spherical distributions, order statistics, random weighting method, serial correlationen_HK
dc.titleCharacteristic Functions of L1-Spherical and L1-Norm Symmetric Distributions and Their Applicationsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0047-259X&volume=76&issue=2&spage=192&epage=213&date=2001&atitle=Characteristic+functions+of+L1-spherical+and++L1-norm+symmetric+distributions+and+their+applicationsen_HK
dc.identifier.emailNg, KW: kaing@hkucc.hku.hken_HK
dc.identifier.emailTian, GL: gltian@hku.hken_HK
dc.identifier.authorityNg, KW=rp00765en_HK
dc.identifier.authorityTian, GL=rp00789en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1006/jmva.2000.1910en_HK
dc.identifier.scopuseid_2-s2.0-0347137949en_HK
dc.identifier.hkuros72523en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0347137949&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume76en_HK
dc.identifier.issue2en_HK
dc.identifier.spage192en_HK
dc.identifier.epage213en_HK
dc.identifier.isiWOS:000167083100002-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridNg, KW=7403178774en_HK
dc.identifier.scopusauthoridTian, GL=25621549400en_HK

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