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The distribution of the ratio X/Y for all centred elliptically symmetric distributions


  • Jones, M.C.


This note describes the relationship between ratios of random variables from centred elliptically symmetric distributions and the Cauchy distribution, with particular reference to a recent article in this journal by Nadarajah [On the ratio X/Y from some elliptically symmetric distributions, J. Multivariate Anal. 97 (2006) 342-358].

Suggested Citation

  • Jones, M.C., 2008. "The distribution of the ratio X/Y for all centred elliptically symmetric distributions," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 572-573, March.
  • Handle: RePEc:eee:jmvana:v:99:y:2008:i:3:p:572-573

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    References listed on IDEAS

    1. Mathew, Thomas, 1989. "MANOVA in the multivariate components of variance model," Journal of Multivariate Analysis, Elsevier, vol. 29(1), pages 30-38, April.
    2. Mathew, Thomas & Nordström, Kenneth, 1997. "Wishart and Chi-Square Distributions Associated with Matrix Quadratic Forms," Journal of Multivariate Analysis, Elsevier, vol. 61(1), pages 129-143, April.
    3. Masaro, Joe & Wong, Chi Song, 2003. "Wishart distributions associated with matrix quadratic forms," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 1-9, April.
    4. Wong, C. S. & Wang, T. H., 1993. "Multivariate Versions of Cochran's Theorems II," Journal of Multivariate Analysis, Elsevier, vol. 44(1), pages 146-159, January.
    5. Wong, Chi Song & Masaro, Joe & Wang, Tonghui, 1991. "Multivariate versions of Cochran's theorems," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 154-174, October.
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    Cited by:

    1. Cacoullos, T., 2014. "Polar angle tangent vectors follow Cauchy distributions under spherical symmetry," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 147-153.
    2. Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos, 2015. "Tests for sphericity in multivariate garch models," MPRA Paper 67411, University Library of Munich, Germany.
    3. Cacoullos, Theophilos & Papadatos, Nickos, 2013. "Self-inverse and exchangeable random variables," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 9-12.
    4. Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G., 2017. "Tests for conditional ellipticity in multivariate GARCH models," Journal of Econometrics, Elsevier, vol. 196(2), pages 305-319.


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