Skewed distributions generated by the Student's t kernel

DOI10.1515/MCMA.2007.021MaRDI QIDQ5443552zbMATH OpenOpenAlexFDO

Authors Saralees Nadarajah

Publication date 21 February 2008

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma.2007.021

zbMATH Keywords

characteristic functionmomentsStudent's \(t\) distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

Recommendations

• Skewed distributions generated by the normal kernel.
• Skew distributions generated from different families
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• Skew distributions. I.
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Cites work

• Bayes estimation subject to uncertainty about parameter constraints
• scientific article; zbMATH DE number 1547157 (Why is no real title available?)
• Skewed distributions generated by the normal kernel.
• Some skew-symmetric models
• The nontruncated marginal of a truncated bivariate normal distribution
• The skew-Cauchy distribution

Cited in

(10)

• Skewed distributions generated by the normal kernel.
• The first negative moment of skew-t and generalized Student's t-distributions in the principal value sense
• Skew t distribution and its moments
• Skew distributions. I.
• Model-based clustering and classification with non-normal mixture distributions
• Moments of the skew t distribution
• Skewed distributions generated by the Cauchy kernel
• An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student's t-distribution
• Skewed distributions generated by the uniform kernel
• On some study of skew-t distributions

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