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~person:"Arellano-Valle, Reinaldo B."
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Marginal and conditional distributions Moment generating function Normal
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Spherical
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elliptical and generalized t-distributions Conditional and marginal distributions Compound normal distributions Quadratic forms
1
spherical and elliptical distributions Quadratic forms Stochastic representation
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Arellano-Valle, Reinaldo B.
Panchenko, Valentyn
4
Provost, Serge
4
Diks, Cees
3
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3
Skeels, Christopher L.
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Windmeijer, Frank
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Journal of Multivariate Analysis
1
Statistics & Probability Letters
1
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On fundamental skew distributions
Arellano-Valle, Reinaldo B.
;
Genton, Marc G.
- In:
Journal of Multivariate Analysis
96
(
2005
)
1
,
pp. 93-116
. Stochastic representations and other main properties of the associated distribution theory of linear and
quadratic
forms
are …
Persistent link: https://www.econbiz.de/10005160627
Saved in:
2
On some characterizations of the t-distribution
Arellano-Valle, Reinaldo B.
;
Bolfarine, Heleno
- In:
Statistics & Probability Letters
25
(
1995
)
1
,
pp. 79-85
marginals and in terms of
quadratic
forms
. Similar results have been proved for the normal distribution. An additional …
Persistent link: https://www.econbiz.de/10005259100
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