Summary
The family of generalized d-dimensional hyperbolic distributions is introduced and shown to be closed under margining, conditioning and affine transformation and to contain as well multivariate location-scale submodels as exponential submodels. Two members of this family, the d-dimensional hyperbolic distribution, which describes a specific form of non-normal variation, and the d-dimensional hyperboloid distribution, an analogue of the von Mises-Fisher distribution, are discussed in more detail and applications of these distributions are given.
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© 1981 D. Reidel Publishing Company
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Blaesild, P., Jensen, J.L. (1981). Multivariate Distributions of Hyperbolic Type. In: Taillie, C., Patil, G.P., Baldessari, B.A. (eds) Statistical Distributions in Scientific Work. NATO Advanced Study Institutes Series, vol 79. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-8549-0_3
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DOI: https://doi.org/10.1007/978-94-009-8549-0_3
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