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Pearson type VII ratio distribution

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  • Saralees Nadarajah

Abstract

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Suggested Citation

  • Saralees Nadarajah, 2009. "Pearson type VII ratio distribution," Empirical Economics, Springer, vol. 37(1), pages 219-229, September.
  • Handle: RePEc:spr:empeco:v:37:y:2009:i:1:p:219-229
    DOI: 10.1007/s00181-008-0232-z
    as

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    References listed on IDEAS

    as
    1. Nadarajah, Saralees & Kotz, Samuel, 2003. "Skewed distributions generated by the normal kernel," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 269-277, November.
    2. Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549.
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    More about this item

    Keywords

    Economics; Exchange rate data; Pearson type VII distribution; Ratios of random variables; Student’s t distribution; C1;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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