Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146001 | Journal of Multivariate Analysis | 2012 | 5 Pages |
Abstract
A new mixture representation is given for a generalized multivariate tt distribution. It is used to derive expressions for characteristic function and distribution of quadratic forms.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
A. Iranmanesh, M. Arashi, D.K. Nagar, S. Nadarajah, S.M.M. Tabatabaey,