• Title of article

    Bivariate Student distributions with variable marginal degrees of freedom and independence

  • Author/Authors

    Shaw، نويسنده , , W.T. and Lee، نويسنده , , K.T.A.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2008
  • Pages
    12
  • From page
    1276
  • To page
    1287
  • Abstract
    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.
  • Keywords
    Multivariate Student , Independence , Student distribution , t distribution. , Bivariate Student , Correlation , degrees of freedom , dependence
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2008
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1558930