On some characterizations of the \(t\)-distribution

DOI10.1016/0167-7152(94)00208-PzbMath0838.62040OpenAlexW2050982333MaRDI QIDQ1907892

Reinaldo B. Arellano-Valle, Heleno Bolfarine

Publication date: 6 June 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00208-p

zbMATH Keywords

characterizations quadratic forms normal distribution elliptical distributions spherical distributions marginals scale mixtures of normal distributions compound normal distributions generalized t-distribution

Mathematics Subject Classification ID

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

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