کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146577 957518 2008 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Bivariate Student t distributions with variable marginal degrees of freedom and independence
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Bivariate Student t distributions with variable marginal degrees of freedom and independence
چکیده انگلیسی

We propose a class of bivariate Student t distributions generalizing the standard density. Our generalization allows for differing marginal degrees of freedom and independent marginals. There are several approaches to constructing such distributions, but in the special case of the Student-normal distribution we show that there is a common canonical limit. Our distributions arise from the techniques used in t-copula simulation, rather than the traditional elliptical methodology.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 99, Issue 6, July 2008, Pages 1276-1287