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

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

Heleno Bolfarine, Reinaldo B. Arellano-Valle

Publication date: 6 June 1996

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

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

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

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Cites Work

• Characterization of normality within the class of elliptical contoured distributions
• On the theory of elliptically contoured distributions
• Conjugate priors for exponential families
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
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