Title of article :
A new mixture representation for multivariate
Author/Authors :
Iranmanesh، نويسنده , , A. and Arashi، نويسنده , , M. and Nagar، نويسنده , , D.K. and Nadarajah، نويسنده , , S. and Tabatabaey، نويسنده , , S.M.M.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2012
Abstract :
A new mixture representation is given for a generalized multivariate t distribution. It is used to derive expressions for characteristic function and distribution of quadratic forms.
Keywords :
Multivariate normal distribution , Multivariate t distribution , Inverse gamma distribution
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis
