On the characteristic function of multivariate Studentt-distribution

DOI10.2307/3315191MaRDI QIDQ3757052zbMATH OpenOpenAlexFDO

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

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)

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• Applications and Tabulations of the Multivariate t Distribution with ρ = 0
• Smooth bootstrapping of copula functionals
• On the density of the sum of two independent Student t-random vectors
• Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
• The Bessel function expression of characteristic function
• On the matrix-variate generalized hyperbolic distribution and its Bayesian applications
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• Robust linear functional mixed models
• Predictivistic characterizations of multivariate Student-\(t\) models
• Bayesian fractional polynomials
• Advances and challenges in inferences for elliptically contoured \(t\) distributions
• A Note on the Characteristic Function of Multivariate t Distribution
• Characterizations of Student's distribution with two degrees of freedom
• A Monte Carlo Study of the Robustness of Prediction in Growth Curve Models
• On some results of Cufaro Petroni about Student t-processes
• scientific article; zbMATH DE number 3969908 (Why is no real title available?)
• 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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