Joint mixability of elliptical distributions and related families

2017/06/17 by Chuancun Yin, Dan Zhu, Yin, Chuancun +1
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1706.05499

openalex publication_date 2017/06/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, three different proofs to a result of Wang, Peng and Yang (2013) which related to the joint mixability of elliptical distributions with the same characteristic generator are present. Moreover, we generalize this result to any distributions with finite second moments. An open problem proposed by Wang (2015) is solved by constructing a bimodal-symmetric distribution. The joint mixability of slash-elliptical distributions and skew-elliptical distributions is studied and the extension to multivariate distributions is also investigated.

Citations

• A normal scale mixture representation of the logistic distribution

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