Closure of multivariate \(t\) and related distributions

DOI10.1016/0167-7152(94)90018-3zbMath0799.62056OpenAlexW1996465076MaRDI QIDQ1332737

Donald R. Jensen

Publication date: 17 November 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90018-3

zbMATH Keywords

peakednessconcentration properties\(t\)-distributionmoments of arbitrary orderscale mixtures of Gaussian lawsStudentizing transformation

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions, Probability Integrals of the Multivariate t Distribution, Multitude of multivariatet-distributions, Sampling distributions associated with the multivariate t distribution, Estimation methods for the multivariate \(t\) distribution, Doubly reweighted estimators for the parameters of the multivariate t-distribution, Bayesian non-linear regression models with skew-elliptical errors: applications to the classification of longitudinal profiles, Mathematical properties of the multivariate \(t\) distribution, Percentage Points of the Multivariate t Distribution

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