Closure of multivariate \(t\) and related distributions

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

peakedness; concentration properties; \(t\)-distribution; moments of arbitrary order; scale mixtures of Gaussian laws; Studentizing transformation

Mathematics Subject Classification ID

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

Related Items

Multitude of multivariatet-distributions, Sampling distributions associated with the multivariate t distribution, Percentage Points of the Multivariate t Distribution, Estimation methods for the multivariate \(t\) distribution, Mathematical properties of the multivariate \(t\) distribution

Cites Work

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• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• A Property of the Multivariate $t$ Distribution
• Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
• On Random Variables with Comparable Peakedness
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