A new mixture representation for multivariate t

A new mixture representation is given for a generalized multivariate t distribution. It is used to derive expressions for characteristic function and distribution of quadratic forms.

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Year of publication:	2012
Authors:	Iranmanesh, A. ; Arashi, M. ; Nagar, D.K. ; Nadarajah, S. ; Tabatabaey, S.M.M.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 107.2012, C, p. 227-231
Publisher:	Elsevier
Subject:	Inverse gamma distribution \| Multivariate normal distribution \| Multivariate t distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010572289