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

DOI10.1016/J.JMVA.2006.05.001zbMATH Open1206.62011OpenAlexW2156862539MaRDI QIDQ2476152FDOQ2476152

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

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zbMATH Keywords

Cauchy distributionratios of random variables

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (4)

• Title not available (Why is that?)
• Polar angle tangent vectors follow Cauchy distributions under spherical symmetry
• Tests for conditional ellipticity in multivariate GARCH models
• The characteristic function of the discrete Cauchy distribution in memory of T. Cacoullos

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