Multivariate skew t-distribution

Statistics

Volumn 37, Issue 4, 2003, Pages 359-363

  Gupta, A K ^a  

^a BOWLING GREEN STATE UNIVERSITY   (United States)

Author keywords

Moments; Skewness

Indexed keywords

EID: 16344392626     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/715019247     Document Type: Article

References (13)

1. Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew normal distribution. J. R. Statist. Soc. B, 61, 579-602.
2. Azzalini, A. and Dalla Valle, A. (1996). The multivariate skew normal distribution. Biometrika, 83, 715-726.
3. Branco, M. D. and Dey, D. K. (2001). A general class of multivariate skew-elliptical distributions. J. Multi. Anal., 79, 99-113.
4. Cornish, E. A. (1954). The multivariate t-distribution associated with a set of normal sample deviates. Australian Journal of Physics, 1, 531-542.
5. Dunnett, C. W. and Sobel, M. (1954). A bivariate generalization of student's t-distribution, with tables for certain special cases. Biometrika, 41, 153-159.
6. Finney, D. J. (1941). The joint distribution of variance ratios based on a common error mean square. Annals of Eugenics, 11, 136-140.
7. Gupta, A. K., Chang, F. C. and Huang, W. J. (2002). Some skew-symmetric models. Random Operators and Stochastic Equations, 10, 133-140.
8. Gupta, A. K. and Huang, W. J. (2002). Quadratic forms in skew normal variates. J. Mathematical Analysis and Applications, 273, 558-564.
9. Gupta, A. K. and Kollo, T. (2000). Multivariate skew normal distribution: Some properties and density expansions. T.R. No. 00-03, Department of Mathematics and Statistics, Bowling Green State University.
10. Gupta, A. K. and Nagar, D. K. (2000). Matrix Variate Distributions. Chapman and Hall/CRC, Boca Raton.
11. Gupta, A. K. and Varga, T. (1993). Elliptically Contoured Models in Statistics. Kluwer Academic Publishers, Dordrecht.
12. Krishnaiah, P. R. and Armitage, J. V. (1970). On a multivariate F distribution. Essays in Probability and Statistics, S. N. Roy Memorial Volume. University of North Carolina Press, Chapel Hill, pp. 439-468.
13. Laurent, A. G. (1955). Distribution d-echantillon et de caractéristiques d'echantillions quand la population de référence est Laplace-Caussienne de parametèters inconnus. Journal de la Socièté de Statistique de Paris, 96, 262-296.