On the characteristic function of multivariate Studentt-distribution

DOI10.2307/3315191zbMath0621.60018OpenAlexW2155233957MaRDI QIDQ3757052

Brajendra Chandra Sutradhar

Publication date: 1986

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315191

zbMATH Keywords

linear transformationmarginal distributionsexplicit formulaseven momentsdistributions of linear combinationsexpansion of the characteristic functions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characteristic functions; other transforms (60E10)

Related Items (13)

Smooth bootstrapping of copula functionals ⋮ A simple proof of the characteristic function of Student’s t-distribution ⋮ Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations ⋮ A Monte Carlo Study of the Robustness of Prediction in Growth Curve Models ⋮ A note on scale mixtures of skew normal distribution ⋮ Advances and Challenges in Inferences for Elliptically Contoured t Distributions ⋮ Longitudinal Mixed Models with t Random Effects for Repeated Count and Binary Data ⋮ On the matrix-variate generalized hyperbolic distribution and its Bayesian applications ⋮ Multitude of bivariatetdistributions ⋮ Robust linear functional mixed models ⋮ Bayesian fractional polynomials ⋮ The Characteristic Function of Elliptical T-distribution Using a Conditional Expectation Approach ⋮ Estimation and hypothesis testing for a new family of bivariate nonnormal distributions

Cites Work

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