Multivariate t and beta distributions associated with the multivariate F distribution

Metrika

Volumn 54, Issue 3, 2001, Pages 215-231

  Jones, M C ^a  

^a OPEN UNIVERSITY   (United Kingdom)

Author keywords

Multivariate distributions; Skew t distribution; Student t distribution

Indexed keywords

EID: 0035649288     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/s184-002-8365-4     Document Type: Article

References (11)

1. Abramowitz M, Stegun IA (1965) Handbook of mathematical functions. Dover, New York
2. Cacoullos T (1965) A relation between t and F distributions. J Amer Statist Assoc 60:528-531. Correction 60:1249
3. Gradshteyn IS, Rhyzik IM (1980) Table of integrals, series and products. Academic Press, New York
4. Graybill FA (1969) Introduction to matrices with applications in statistics. Wadsworth, Belmont, CA
5. Holland PW, Wang YJ (1987) Dependence function for continuous bivariate densities. Commun Statist - Theory Meth 16:863-876
6. Hutchinson TP, Lai CD (1990) Continuous bivariate distributions, emphasising applications. Rumsby, Adelaide
7. Johnson NL, Kotz S (1972) Distributions in statistics: continuous multivariate distributions. Wiley, New York
8. Jones MC (1996) The local dependence function. Biometrika 83:899-904
9. Jones MC (2001a) A skew t distribution. In: Charalambides CA, Koutras MV, Balakrishnan N (eds) Probability and statistical models with applications: a volume in honor of Theophilos Cacoullos. Chapman and Hall/CRC, London, pp. 269-278
10. Jones MC (2001b) Changing marginals of multivariate densities by multiplication, with application to skewing spherically symmetric distributions. J Multivariate Anal. to appear
11. Jones MC, Faddy MJ (2001) A skew extension of the t distribution, with applications. Under consideration