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Volumn 89, Issue 2, 2004, Pages 329-337

Family of multivariate generalized t distributions

Author keywords

Elliptically contoured distribution; Generalized t distribution; GT distribution; Inverse generalized gamma distribution; Power exponential distribution; Scale mixture distribution; Student t distribution

Indexed keywords


EID: 3242711014     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmva.2003.09.008     Document Type: Article
Times cited : (28)

References (13)
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    • Gomez E. Gomez-Villegas M.A. Marin J.M. A multivariate generalization of the power exponential family of distributions Comm. Statist. Theory Methods 27 3 1998 589-600
    • (1998) Comm. Statist. Theory Methods , vol.27 , Issue.3 , pp. 589-600
    • Gomez, E.1    Gomez-Villegas, M.A.2    Marin, J.M.3
  • 5
    • 21144473249 scopus 로고
    • Robust estimation, nonnormalities and generalized exponential distributions
    • Lye J.N. Martin V.L. Robust estimation, nonnormalities and generalized exponential distributions J. Amer. Statist. Assoc. 88 421 1993 261-267
    • (1993) J. Amer. Statist. Assoc. , vol.88 , Issue.421 , pp. 261-267
    • Lye, J.N.1    Martin, V.L.2
  • 7
    • 0039978403 scopus 로고
    • Some generalized mixture distributions with an application to unemployment duration
    • McDonald J.B. Butler R.J. Some generalized mixture distributions with an application to unemployment duration Rev. Econom. Statist. 69 1987 232-240
    • (1987) Rev. Econom. Statist. , vol.69 , pp. 232-240
    • McDonald, J.B.1    Butler, R.J.2
  • 9
    • 84950950311 scopus 로고
    • Alternative beta estimation for the market model using partially adaṕtive techniques
    • McDonald J.B. Nelson R.D. Alternative beta estimation for the market model using partially adaṕtive techniques Comm. Statist. Theory Methods 18 11 1989 4039-4058
    • (1989) Comm. Statist. Theory Methods , vol.18 , Issue.11 , pp. 4039-4058
    • McDonald, J.B.1    Nelson, R.D.2
  • 10
    • 70350346823 scopus 로고
    • Beta estimation in the market model: Skewness and leptokurtosis
    • McDonald J.B. Nelson R.D. Beta estimation in the market model: skewness and leptokurtosis Comm. Statist. Theory Methods 22 10 1993 2843-2862
    • (1993) Comm. Statist. Theory Methods , vol.22 , Issue.10 , pp. 2843-2862
    • McDonald, J.B.1    Nelson, R.D.2
  • 11
    • 84974220416 scopus 로고
    • Partially adaptive estimation of regression models via the generalized t distribution
    • McDonald J.B. Newey W.K. Partially adaptive estimation of regression models via the generalized t distribution Econometric Theory 4 1988 428-457
    • (1988) Econometric Theory , vol.4 , pp. 428-457
    • McDonald, J.B.1    Newey, W.K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.