On the distribution of quotient of random variables conditioned to the positive quadrant

DOI10.1080/03610926.2019.1576893OpenAlexW2912900733MaRDI QIDQ5077200

Yuancheng Si, Xiaodong Song, Saralees Nadarajah

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1576893

zbMATH Keywords

quotientbivariate normal distributionbivariate \(t\) distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Fat tails arise endogenously from supply/demand, with or without jump processes

Cites Work

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