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On the ratio X/Y for some elliptically symmetric distributions

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  • Nadarajah, Saralees

Abstract

The distributions of the ratio X/Y are derived when (X,Y) has the elliptically symmetric Pearson-type II distribution, elliptically symmetric Pearson-type VII distribution and the elliptically symmetric Kotz-type distribution.

Suggested Citation

  • Nadarajah, Saralees, 2006. "On the ratio X/Y for some elliptically symmetric distributions," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 342-358, February.
    • Handle: RePEc:eee:jmvana:v:97:y:2006:i:2:p:342-358
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    References listed on IDEAS

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    1. Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549, October.
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    Cited by:

    1. Forchini, Giovanni, 2007. "The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation," Economics Letters, Elsevier, vol. 95(1), pages 117-123, April.
    2. Hao, Shiming, 2021. "True structure change, spurious treatment effect? A novel approach to disentangle treatment effects from structure changes," MPRA Paper 108679, University Library of Munich, Germany.

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