Bivariate Student t distributions with variable marginal degrees of freedom and independence
DOI10.1016/J.JMVA.2007.08.006zbMATH Open1216.62081OpenAlexW2093981252MaRDI QIDQ928862FDOQ928862
Authors: K. T. A. Lee, William T. Shaw 
Publication date: 11 June 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2007.08.006
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Cited In (12)
- Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
- A dependent bivariate \(t\) distribution with marginals on different degrees of freedom
- A class of models for uncorrelated random variables
- On hysteretic vector autoregressive model with applications
- A generalization of independence and multivariate Student's \(t\)-distributions
- The multivariate t -distribution with multiple degrees of freedom
- On extremes of two-dimensional Student-\(t\) distribution of the Marshall-Olkin type
- Multitude of bivariatetdistributions
- A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering
- On the convolution of normal and \(t\) random variables
- A double generalized Pareto distribution
- Robust modeling using non-elliptically contoured multivariate \(t\) distributions
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