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A Note on the Characteristic Function of Multivariate t Distribution

  • Song D
  • Park H
  • Kim H
Communications for Statistical Applications and Methods (2014) 21(1) 81-91
DOI: 10.5351/csam.2014.21.1.081
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Abstract

… (multivariate/generalized) t distributions without contour integration. We extended Hursts method (1995) to (multivariate/… and are appropriate for graduate level statistics theory courses. …

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Song, D.-K., Park, H.-J., & Kim, H.-M. (2014). A Note on the Characteristic Function of Multivariate t Distribution. Communications for Statistical Applications and Methods, 21(1), 81–91. https://doi.org/10.5351/csam.2014.21.1.081

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