Convolutions of the t distribution

DOI10.1016/J.CAMWA.2004.10.032zbMATH Open1137.62307OpenAlexW2088668924MaRDI QIDQ2485501FDOQ2485501

Authors: Saralees Nadarajah, Dipak K. Dey 

Publication date: 5 August 2005

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2004.10.032

zbMATH Keywords

Student's \(t\) distributionConvolutions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Cites Work

• CONVOLUTIONS OF ERLANG AND OF PASCAL DISTRIBUTIONS WITH APPLICATIONS TO RELIABILITY
• Title not available (Why is that?)
• A Note on the Convolution of the Uniform and Related Distributions and Their Use in Quality Control
• Generalizations of Two-Sided Power Distributions and Their Convolution
• The real powers of the convolution of a negative binomial distribution and a Bernoulli distribution
• Quasi-convex loss functions, unimodal distributions, and the convolution theorem

Cited In (5)

• On the density of the sum of two independent Student \(t\)-random vectors
• Sharper asset ranking from total drawdown durations
• Fitting the distribution of linear combinations of \(t\)-variables with more than 2 degrees of freedom
• Title not available (Why is that?)
• Convolutions of the Pearson type VII distribution

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