A new mixture representation for multivariate t

作者:Iranmanesh A; Arashi M; Nagar D K; Nadarajah S*; Tabatabaey S M M
来源:Journal of Multivariate Analysis, 2012, 107: 227-231.
DOI:10.1016/j.jmva.2012.01.013

摘要

A new mixture representation is given for a generalized multivariate t distribution. It is used to derive expressions for characteristic function and distribution of quadratic forms.

  • 出版日期2012-5