A new mixture representation for multivariate t

DOI10.1016/J.JMVA.2012.01.013MaRDI QIDQ413770zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• Multivariate T-Distributions and Their Applications

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

This page was built for publication: A new mixture representation for multivariate \(t\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q413770)