A dependent bivariate t distribution with marginals on different degrees of freedom
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References listed on IDEAS
- Balaji, S. & Meyn, S. P., 2000. "Multiplicative ergodicity and large deviations for an irreducible Markov chain," Stochastic Processes and their Applications, Elsevier, vol. 90(1), pages 123-144, November.
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- Shaw, W.T. & Lee, K.T.A., 2008. "Bivariate Student t distributions with variable marginal degrees of freedom and independence," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1276-1287, July.
- Ebrahimi, Nader & Hamedani, G.G. & Soofi, Ehsan S. & Volkmer, Hans, 2010. "A class of models for uncorrelated random variables," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1859-1871, September.
More about this item
KeywordsBivariate distribution Spherical symmetry Student's t distribution;
StatisticsAccess and download statistics
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