A generalised student's t-distribution

DOI10.1016/J.SPL.2012.09.002zbMATH Open1259.60019OpenAlexW2072740983MaRDI QIDQ1933700FDOQ1933700

Authors: Ioannis Papastathopoulos, Jonathan A. Tawn 

Publication date: 25 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.09.002

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zbMATH Keywords

shape parameterliver toxicitygeneralised \(t\)-distributionsymmetric short-tailed

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited In (15)

• A generalization of Student'st-distribution from the viewpoint of special functions
• Fitting the Student-t Distribution to Grouped Data, with Application to a Particle Scattering Experiment
• An asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributions
• One property of the Student's distribution with two degrees of freedom
• The generalized \(t\)-distribution, a generalization to the positive tail of the \(t\) distribution
• The distribution and cumulants of a studentised statistic
• The \(t\) family and their close and distant relations
• Maximum likelihood estimation of asymmetric double type II Pareto distributions
• A double generalized Pareto distribution
• On polynomial extension of \(t\)-distribution and its financial applications
• On the Student's \(t\)-distribution and the \(t\)-statistic
• Title not available (Why is that?)
• Probability plots based on Student'st-distribution
• Bivariate Student \(t\) distributions with variable marginal degrees of freedom and independence
• Asymptotic Tail Properties of Student'st-Distribution

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