A measure of total variability for the multivariate t distribution with applications to finance

1996 ◽  
Vol 92 (1-4) ◽  
pp. 47-63 ◽  
Author(s):  
José-Luis Guerrero-Cusumano
Keyword(s):  
Multivariate T Distribution ◽  
Total Variability ◽  
T Distribution ◽  
Multivariate T

Robust Curve Clustering Based on a Multivariate $t$-Distribution Model

2010 ◽  
Vol 21 (12) ◽  
pp. 1976-1984 ◽  
Author(s):  
Zhi Min Wang ◽  
Qing Song ◽  
Yeng Chai Soh ◽  
Kang Sim
Keyword(s):  
Distribution Model ◽  
Multivariate T Distribution ◽  
Curve Clustering ◽  
T Distribution ◽  
Multivariate T

scholarly journals Cumulants of Multivariate Symmetric and Skew Symmetric Distributions

Symmetry ◽  
2021 ◽  
Vol 13 (8) ◽  
pp. 1383
Author(s):  
Sreenivasa Rao Jammalamadaka ◽  
Emanuele Taufer ◽  
Gyorgy H. Terdik
Keyword(s):  
Comprehensive Treatment ◽  
Multivariate Distributions ◽  
Symmetric Distributions ◽  
Multivariate T Distribution ◽  
T Distribution ◽  
Multivariate T

This paper provides a systematic and comprehensive treatment for obtaining general expressions of any order, for the moments and cumulants of spherically and elliptically symmetric multivariate distributions; results for the case of multivariate t-distribution and related skew-t distribution are discussed in some detail.

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