Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution

Generalizations of the Skew t-Normal Distribution and their Properties

In this paper we consider several generalizations of the skew t-normal distribution, and some of their properties. Also, we represent several theorems for constructing each generalized skew t-normal distribution. Next, we illustrate the application of the proposed distribution studying the ratio of two heavy metals, Nickel and Vanadium, associated with crude oil in Shadgan wetland in the south-...

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...

The Multivariate - t distribution and the Simes Inequality

Abstract. Sarkar (1998) showed that certain positively dependent (MTP2) random variables satisfy the Simes Inequality. The multivariate-t distribution does not satisfy this property, so other means are necessary to show that it also satisfies the Simes inequality. A corollary was given in Sarkar (1998) to handle this distribution, but there is an error. In this paper a direct proof is given to ...

On the Multivariate T-Distribution and Some of its Applications