Pearson type VII ratio distribution
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DOI: 10.1007/s00181-008-0232-z
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References listed on IDEAS
- Nadarajah, Saralees & Kotz, Samuel, 2003. "Skewed distributions generated by the normal kernel," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 269-277, November.
- Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549, October.
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More about this item
Keywords
Economics; Exchange rate data; Pearson type VII distribution; Ratios of random variables; Student’s t distribution; C1;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
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