Closure of multivariate \(t\) and related distributions
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Publication:1332737
DOI10.1016/0167-7152(94)90018-3zbMath0799.62056OpenAlexW1996465076MaRDI QIDQ1332737
Publication date: 17 November 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90018-3
peakednessconcentration properties\(t\)-distributionmoments of arbitrary orderscale mixtures of Gaussian lawsStudentizing transformation
Related Items (9)
An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions ⋮ Probability Integrals of the Multivariate t Distribution ⋮ Multitude of multivariatet-distributions ⋮ Sampling distributions associated with the multivariate t distribution ⋮ Estimation methods for the multivariate \(t\) distribution ⋮ Doubly reweighted estimators for the parameters of the multivariate t-distribution ⋮ Bayesian non-linear regression models with skew-elliptical errors: applications to the classification of longitudinal profiles ⋮ Mathematical properties of the multivariate \(t\) distribution ⋮ Percentage Points of the Multivariate t Distribution
Cites Work
- On the theory of elliptically contoured distributions
- The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
- A Theorem on Convex Sets with Applications
- Dispersion-diminishing transformations
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- A Property of the Multivariate $t$ Distribution
- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- On Random Variables with Comparable Peakedness
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