Bivariate Student \(t\) distributions with variable marginal degrees of freedom and independence
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Publication:928862
DOI10.1016/j.jmva.2007.08.006zbMath1216.62081OpenAlexW2093981252MaRDI QIDQ928862
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
Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of hypergeometric functions (33C90)
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Robust modeling using non-elliptically contoured multivariate \(t\) distributions ⋮ The multivariate t -distribution with multiple degrees of freedom ⋮ On hysteretic vector autoregressive model with applications ⋮ A class of models for uncorrelated random variables ⋮ A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering ⋮ On extremes of two-dimensional Student-\(t\) distribution of the Marshall-Olkin type ⋮ Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations ⋮ On the convolution of normal andtrandom variables
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