A Note on the Characteristic Function of Multivariate t Distribution

DOI10.5351/CSAM.2014.21.1.081zbMath1320.60052OpenAlexW2071130400MaRDI QIDQ5171919

Hyoung-Jin Park, Hyoung-Moon Kim, Dae-Kun Song

Publication date: 12 February 2015

Published in: Communications for Statistical Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5351/csam.2014.21.1.081

zbMATH Keywords

Laplace-Stieltjes transformcontour integrationmodified Bessel function of the third kindrandomization and mixtures

Mathematics Subject Classification ID

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

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