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
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