Far East Journal of Theoretical Statistics
Volume 7, Issue 1, Pages 61 - 80
(May 2002)
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THE KOTZ-TYPE DISTRIBUTION REVISITED
Saralees Nadarajah (U. S. A.)
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Abstract: The Kotz-type distribution was introduced by Kotz
[Multivariate distributions at a cross-road, in: Statistical Distributions in
Scientific Work, Vol. 1, G. P. Patil, S. Kotz and J. K. Ord, eds., pp. 247-270,
D. Reidel Publishing Company, Dordrecht, 1975] as a generalization of the
multivariate normal distribution. Since 1990 there has been a surge of activity
relating to this distribution. We have identified some 20 papers on the Kotz-type
distribution over the period from 1990 to 2001 – compared to just 5 over the
period from 1980 to 1989. The aim of this paper is to review the developments in
the following areas: marginal distributions; moments; characteristic functions;
characterizations; asymptotics; quadratic forms; estimation; hypothesis testing;
generalizations; and, Bayesian inference. We feel that this review could be
important as a source of reference and for unlocking further research on the
distribution. |
Keywords and phrases: elliptically contoured, Kotz-type, multivariate normal. |
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