A new mixture representation for multivariate t

DOI10.1016/J.JMVA.2012.01.013zbMATH Open1236.62046OpenAlexW2031688722MaRDI QIDQ413770FDOQ413770

Authors: A. Iranmanesh, M. Arashi, D. K. Nagar, Saralees Nadarajah, S. M. M. Tabatabaey 

Publication date: 7 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.013

zbMATH Keywords

multivariate normal distributioninverse gamma distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Multivariate T-Distributions and Their Applications
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Cited In (2)

• A new representation method for probability distributions of multimodal and irregular data based on uniform mixture model
• Student's \(t\) vector random fields with power-law and log-law decaying direct and cross covariances

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