scholarly journals On the Conditional Distribution of the Multivariate t Distribution

2016 ◽  
Vol 70 (3) ◽  
pp. 293-295 ◽  
Author(s):  
Peng Ding
2010 ◽  
Vol 21 (12) ◽  
pp. 1976-1984 ◽  
Author(s):  
Zhi Min Wang ◽  
Qing Song ◽  
Yeng Chai Soh ◽  
Kang Sim

Symmetry ◽  
2021 ◽  
Vol 13 (8) ◽  
pp. 1383
Author(s):  
Sreenivasa Rao Jammalamadaka ◽  
Emanuele Taufer ◽  
Gyorgy H. Terdik

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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