A dependent bivariate \(t\) distribution with marginals on different degrees of freedom

DOI10.1016/S0167-7152(01)00180-8zbMath0994.62050OpenAlexW2063882398MaRDI QIDQ1612986

M. C. Jones

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00180-8

zbMATH Keywords

spherical symmetrybivariate distributionsStudent-\(t\) distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (11)

Robust modeling using non-elliptically contoured multivariate \(t\) distributions ⋮ Robust Likelihood Methods Based on the Skew-t and Related Distributions ⋮ A new multivariate t distribution with variant tail weights and its application in robust regression analysis ⋮ The multivariate t -distribution with multiple degrees of freedom ⋮ On hysteretic vector autoregressive model with applications ⋮ Bivariate Student \(t\) distributions with variable marginal degrees of freedom and independence ⋮ Multitude of bivariatetdistributions ⋮ A class of models for uncorrelated random variables ⋮ A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering ⋮ Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations ⋮ A bivariate \(F\) distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and \(t\) distributions

Uses Software

• Mathematica

Cites Work

• Dependence function for continuous bivariate densities
• Miscellanea. The local dependence function
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