Some characterizations of the multivariate t distribution

On the Multivariate T-Distribution and Some of its Applications

Characterizations of Multivariate Normal-Poisson Model

‎Multivariate normal-Poisson model has been recently introduced as a special case of normal stable Tweedie models‎. ‎The model is composed of a univariate Poisson variable‎, ‎and the remaining variables given the Poisson one are independent Gaussian variables with variance the value of the Poisson component‎. ‎Two characterizations of this model are shown‎, ‎...

Characterizations of folded student’s t distribution

A probability distribution can be characterized through various methods. In this paper, we have established some new characterizations of folded Student’s t distribution by truncated first moment, order statistics and upper record values. It is hoped that the results will be quite useful in the fields of probability, statistics, and other applied sciences.

Estimation Methods for the Multivariate t Distribution

The known estimation and simulation methods for multivariate t distributions are reviewed. A review of selected applications is also provided. We believe that this review will serve as an important reference and encourage further research activities in the area.

On Sampling from the Multivariate t Distribution

Abstract The multivariate normal and the multivariate t distributions belong to the most widely used multivariate distributions in statistics, quantitative risk management, and insurance. In contrast to the multivariate normal distribution, the parameterization of the multivariate t distribution does not correspond to its moments. This, paired with a non-standard implementation in the R package...