On some characterizations of the t-distribution

DOI10.1016/0167-7152(94)00208-PzbMATH Open0838.62040OpenAlexW2050982333MaRDI QIDQ1907892FDOQ1907892

Authors: 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

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zbMATH Keywords

normal distributionelliptical distributionscharacterizationsmarginalsquadratic formsscale mixtures of normal distributionsspherical distributionscompound normal distributionsgeneralized t-distribution

Mathematics Subject Classification ID

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

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• Characterization of normality within the class of elliptical contoured distributions

Cited In (53)

• Extending multivariate Student's-\(t\) semiparametric mixed models for longitudinal data with censored responses and heavy tails
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• Identifying volatility clusters using the PPM: a sensitivity analysis
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• On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations
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• Characterizations of folded Student's \(t\) distribution
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• MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE t-DISTRIBUTION
• An asymmetric extension for the family of elliptical slash distributions
• On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled t-distributed innovations
• The bivariate sinh-elliptical distribution with applications to Birnbaum-Saunders distribution and associated regression and measurement error models
• Bayesian inference for dependent elliptical measurement error models
• Elliptical functional models.
• On Pearson-Kotz Dirichlet distributions
• A characterization of t-designs in terms of the inner distribution
• Shannon entropy and mutual information for multivariate skew-elliptical distributions
• On fundamental skew distributions
• Student's \(t\) vector random fields with power-law and log-law decaying direct and cross covariances
• Moments of random vectors with skew \(t\) distribution and their quadratic forms.
• APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS
• Bayesian inference in spherical linear models: robustness and conjugate analysis
• Predictive construction of priors in Bayesian nonparametrics
• Improved variance estimation under sub-space restriction
• Extended \(t\)-process regression models
• Heckman selection-\(t\) model: parameter estimation via the EM-algorithm
• Geometric and stochastic representations for elliptically contoured distributions
• Bayesian mismeasurementt-models for censored responses
• On some characterizations of spherical distributions
• Influence assessment in censored mixed-effects models using the multivariate Student's-\(t\) distribution
• On the Unification of Families of Skew-normal Distributions
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• A Gibbs sampling scheme to the product partition model: an application to change-point problems
• A predictivistic interpretation of the multivariate \(t\)-distribution
• Short-term and long-term effects of acute kidney injury in chronic kidney disease patients: a longitudinal analysis
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• Predictivistic characterizations of multivariate Student-\(t\) models
• Characterizations of some subclasses of spherical distributions
• Multitude of multivariatet-distributions
• A Note on the Characteristic Function of Multivariate t Distribution
• On the generalizedt(GT) distribution
• A Black–Litterman asset allocation model under Elliptical distributions
• Robust modeling using non-elliptically contoured multivariate \(t\) distributions
• A general class of multivariate skew-elliptical distributions
• Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-\(t\) distribution
• Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
• Family of multivariate generalized \(t\) distributions
• A new class of multivariate distributions: scale mixture of Kotz-type distributions
• A note on rescalings, reparametrizations and classes of distributions
• Maximum likelihood methods in a robust censored errors-in-variables model
• Bayesian analysis of the calibration problem under elliptical distributions.
• Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution

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