Multivariate t and beta distributions associated with the multivariate F distribution

DOI10.1007/S184-002-8365-4MaRDI QIDQ1865232zbMATH OpenOpenAlexFDO

Authors M. C. Jones

Publication date 25 March 2003

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s184-002-8365-4

zbMATH Keywords

product momentsplotsStudent t distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Graphical methods in statistics (62A09)

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(25)

• A bivariate F distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and t distributions
• Parameter estimation for a bivariate beta distribution with arbitrary beta marginals and positive correlation
• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
• Bimatrix variate beta type IV distribution: relation to Wilks's statistic and bimatrix variate Kummer-beta type IV distribution
• A broad class of multivariate distributions for rates and proportions
• The two-dimensional beta binomial distribution
• Constructions for a bivariate beta distribution
• Extreme Value Distributions for the Skew-Symmetric Family of Distributions
• A trivariate F distribution of Markov dependent F distributed random variables
• Polar angle tangent vectors follow Cauchy distributions under spherical symmetry
• Families of distributions arising from distributions of order statistics
• The multivariate skew-slash distribution
• A bivariate mixture of negative binomial distributions and its applications
• Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation
• On the bivariate Kummer-beta type IV distribution
• Bayesian inference for a flexible class of bivariate beta distributions
• Discrimination among bivariate beta-generated distributions
• A new bivariate beta distribution
• Flexible bivariate beta distributions
• Multitude of multivariatet-distributions
• Wishart ratios with dependent structure: New members of the bimatrix beta type IV
• Properties of multivariate beta distributions
• An upper-diagonal bivariate epsilon distribution with application in agriculture
• A Skew Extension of the T-Distribution, with Applications
• Adversarial and Amiable Inference in Medical Diagnosis, Reliability and Survival Analysis

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