The distribution of the sum of a normal and a t random variable with arbitrary degrees of freedom
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Nason, Guy P., 2006. "On the sum of t and Gaussian random variables," Statistics & Probability Letters, Elsevier, vol. 76(12), pages 1280-1286, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Peter Reinhard Hansen & Chen Tong, 2024. "Convolution-t Distributions," Papers 2404.00864, arXiv.org.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E., 2015. "On predictive density estimation for location families under integrated squared error loss," Journal of Multivariate Analysis, Elsevier, vol. 142(C), pages 57-74.
- Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2024.
"Value‐at‐Risk under Measurement Error,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(3), pages 690-713, June.
- Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2022. "Value-at Risk under Measurement Error," Working Papers 202209, University of Liverpool, Department of Economics.
- Berg, C. & Vignat, C., 2010. "On the density of the sum of two independent Student t-random vectors," Statistics & Probability Letters, Elsevier, vol. 80(13-14), pages 1043-1055, July.
- Tatsuya Kubokawa & Éric Marchand & William E. Strawderman, 2014. "On Predictive Density Estimation for Location Families under Integrated L 2 and L 1 Losses," CIRJE F-Series CIRJE-F-935, CIRJE, Faculty of Economics, University of Tokyo.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mtn:ancoec:080204. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Marco Alfo' (email available below). General contact details of provider: .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.