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Star-shaped distributions and their generalizations

Research paper by Hidehiko Kamiya, Akimichi Takemura, Satoshi Kuriki

Indexed on: 22 May '06Published on: 22 May '06Published in: Mathematics - Statistics



Abstract

Elliptically contoured distributions can be considered to be the distributions for which the contours of the density functions are proportional ellipsoids. We generalize elliptically contoured densities to ``star-shaped distributions'' with concentric star-shaped contours and show that many results in the former case continue to hold in the more general case. We develop a general theory in the framework of abstract group invariance so that the results can be applied to other cases as well, especially those involving random matrices.