The distribution of the ratio X/Y for all centred elliptically symmetric distributions

DOI10.1016/J.JMVA.2006.05.001MaRDI QIDQ2476152zbMATH OpenOpenAlexFDO

Authors M. C. Jones

Publication date 11 March 2008

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2006.05.001

zbMATH Keywords

Cauchy distributionratios of random variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

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Cites work

• Möbius transformation and Cauchy parameter estimation
• On the ratio \(X/Y\) for some elliptically symmetric distributions

Cited in

(4)

• The characteristic function of the discrete Cauchy distribution in memory of T. Cacoullos
• scientific article; zbMATH DE number 5119107 (Why is no real title available?)
• Polar angle tangent vectors follow Cauchy distributions under spherical symmetry
• Tests for conditional ellipticity in multivariate GARCH models

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