Bivariate Student <mml:math altimg="si1.gif" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:mi>t</mml:mi></mml:math> distributions with variable marginal degrees of freedom and independence-Reference-Cited by-同舟云学术

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Bivariate Student t distributions with variable marginal degrees of freedom and independence

Published:2008-07 Issue:6 Volume:99 Page:1276-1287
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Shaw W.T.,Lee K.T.A.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference20 articles.

1. Dependence properties of meta-elliptical distributions;Abdous,2004

2. A bivariate t-distribution with applications;Bulgren;J. Amer. Statist. Assoc.,1974

3. Copula Methods in Finance;Cherubini,2004

4. The grouped t-copula with an application to credit risk;Daul;RISK,2003

5. The t copula and related copulas;Demarta;Internat. Statist. Rev.,2005

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1. Accounting for regression to the mean under the bivariate t-distribution;Statistical Methods in Medical Research;2024-08-08

2. The multivariatet-distribution with multiple degrees of freedom;Communications in Statistics - Theory and Methods;2022-05-31

3. Exact critical values for group sequential designs with small sample sizes;Journal of Biopharmaceutical Statistics;2020-03-10

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5. Bibliography;Linear Models and Time-Series Analysis;2018-11-26

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