Title of article :
Bivariate Student distributions with variable marginal degrees of freedom and independence
Author/Authors :
Shaw، نويسنده , , W.T. and Lee، نويسنده , , K.T.A.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2008
Abstract :
We propose a class of bivariate Student t distributions generalizing the standard density. Our generalization allows for differing marginal degrees of freedom and independent marginals. There are several approaches to constructing such distributions, but in the special case of the Student-normal distribution we show that there is a common canonical limit. Our distributions arise from the techniques used in t-copula simulation, rather than the traditional elliptical methodology.
Keywords :
Multivariate Student , Independence , Student distribution , t distribution. , Bivariate Student , Correlation , degrees of freedom , dependence
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis