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arXiv · 1706.05499

Joint mixability of elliptical distributions and related families

Chuancun Yin·Dan Zhu
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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.

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Chuancun Yin, Dan Zhu. 2017-06-17. Joint mixability of elliptical distributions and related families. https://arxiv.org/abs/1706.05499

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