On the density of the sum of two independent Student \(t\)-random vectors

DOI10.1016/j.spl.2010.02.019zbMath1190.62104arXiv0906.3037OpenAlexW2082781540MaRDI QIDQ979191

Christophe Vignat, Christian Berg

Publication date: 25 June 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.3037

zbMATH Keywords

convolutioninfinite divisibilityStudent \(t\)-distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (5)

Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics ⋮ On predictive density estimation for location families under integrated squared error loss ⋮ Fitting the distribution of linear combinations of \(t\)-variables with more than 2 degrees of freedom ⋮ Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations ⋮ On the convolution of normal andtrandom variables

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