Geometric disintegration and star-shaped distributions

W. Richter

Published 2014 in Journal of Statistical Distributions and Applications

ABSTRACT

Geometric and stochastic representations are derived for the big class of p-generalized elliptically contoured distributions, and (generalizing Cavalieri’s and Torricelli’s method of indivisibles in a non-Euclidean sense) a geometric disintegration method is established for deriving even more general star-shaped distributions. Applications to constructing non-concentric elliptically contoured and generalized von Mises distributions are presented.AMS subject classification Primary 60E05; 60D05; secondary 28A50; 28A75; 51F99

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