A note on the characteristic function of the \(t\)-distribution

DOI10.1016/S0167-7152(02)00032-9zbMath1001.60020MaRDI QIDQ1613071

I. Dreier, Samuel Kotz

Publication date: 5 September 2002

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

zbMATH Keywords

convolution of two Gamma-variablespositive definite densities

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

Related Items (9)

The Student Subordinator Model with Dependence for Risky Asset Returns ⋮ A simple proof of the characteristic function of Student’s t-distribution ⋮ Identification-robust nonparametric inference in a linear IV model ⋮ Student processes ⋮ Fidelity decay and entropy production in many-particle systems after random interaction quench ⋮ The multivariate slash and skew-slash Student \(t\) distributions ⋮ THE WRAPPED t FAMILY OF CIRCULAR DISTRIBUTIONS ⋮ Duality between matrix variate \(t\) and matrix variate V.G. distributions ⋮ A Pearson random walk with steps of uniform orientation and Dirichlet distributed lengths

Cites Work

• Unnamed Item
• Unnamed Item

This page was built for publication: A note on the characteristic function of the \(t\)-distribution