Skewed distributions generated by the Student's t kernel

DOI10.1515/mcma.2007.021zbMath1129.62049OpenAlexW1997820464MaRDI QIDQ5443552

Saralees Nadarajah

Publication date: 21 February 2008

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2007.021

zbMATH Keywords

momentscharacteristic functionStudent's \(t\) distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Characteristic functions; other transforms (60E10)

Related Items (2)

On some study of skew-t distributions ⋮ Model-based clustering and classification with non-normal mixture distributions

Cites Work

• Unnamed Item
• The nontruncated marginal of a truncated bivariate normal distribution
• Skewed distributions generated by the normal kernel.
• The skew-Cauchy distribution
• Some skew-symmetric models
• Bayes estimation subject to uncertainty about parameter constraints

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