A new mixture representation for multivariate \(t\)

DOI10.1016/j.jmva.2012.01.013zbMath1236.62046OpenAlexW2031688722MaRDI QIDQ413770

J. Herrera, H. S. Yoon

Publication date: 7 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.013

zbMATH Keywords

multivariate normal distributioninverse gamma distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10)

Related Items (1)

Student'stVector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances

Cites Work

• Multivariate T-Distributions and Their Applications
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