On the characteristic function of multivariate Studentt-distribution

DOI10.2307/3315191zbMATH Open0621.60018OpenAlexW2155233957MaRDI QIDQ3757052FDOQ3757052

Authors: Brajendra C. Sutradhar 

Publication date: 1986

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315191

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zbMATH Keywords

linear transformationexplicit formulasmarginal distributionseven momentsdistributions of linear combinationsexpansion of the characteristic functions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Multivariate distribution of statistics (62H10)

Cites Work

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Cited In (31)

• A note on the characteristic function of the \(t\)-distribution
• A generalization of Student'st-distribution from the viewpoint of special functions
• A note on scale mixtures of skew normal distribution
• Characterizations of folded Student's \(t\) distribution
• The Characteristic Function of Elliptical T-distribution Using a Conditional Expectation Approach
• Closure of multivariate \(t\) and related distributions
• Advances and Challenges in Inferences for Elliptically Contoured t Distributions
• Estimation and hypothesis testing for a new family of bivariate nonnormal distributions
• On standard normal convergence of the multivariate Student {\(t\)}-statistic for symmetric random vectors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some identities for the moments of random variables having a linear rescaling the Student's \(t\) distribution
• Applications and Tabulations of the Multivariate t Distribution with ρ = 0
• Smooth bootstrapping of copula functionals
• Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
• On the density of the sum of two independent Student \(t\)-random vectors
• The Bessel function expression of characteristic function
• On the matrix-variate generalized hyperbolic distribution and its Bayesian applications
• Multitude of bivariatetdistributions
• On the characteristic function for asymmetric Student \(t\) distributions
• Robust linear functional mixed models
• Predictivistic characterizations of multivariate Student-\(t\) models
• Bayesian fractional polynomials
• A Note on the Characteristic Function of Multivariate t Distribution
• A Monte Carlo Study of the Robustness of Prediction in Growth Curve Models
• Characterizations of Student's distribution with two degrees of freedom
• On some results of Cufaro Petroni about Student t-processes
• Title not available (Why is that?)
• Longitudinal Mixed Models with t Random Effects for Repeated Count and Binary Data
• A simple proof of the characteristic function of Student’s t-distribution
• Restricted Stein-rule estimation in ultrastructural linear measurement error models

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