A generalised student's t-distribution

DOI10.1016/J.SPL.2012.09.002MaRDI QIDQ1933700zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Recommendations

• A double generalized Pareto distribution
• A generalization of Student'st-distribution from the viewpoint of special functions
• The generalized \(t\)-distribution, a generalization to the positive tail of the \(t\) distribution
• The t family and their close and distant relations
• A Skew Extension of the T-Distribution, with Applications

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
• scientific article; zbMATH DE number 6718566 (Why is no real title available?)
• 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

This page was built for publication: A generalised student's \(t\)-distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1933700)