Multivariate t and beta distributions associated with the multivariate F distribution

62 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

A New Class of Multivariate Skew Densities, with Application to GARCH Models (2002, methodology): “Jones (2000) has generalized the univariate skew-t density of Jones and Faddy (2000), briefly”
A skew extension of the t‐distribution, with applications (2003, unknown): “See Lange et al. (1989) and Gelman et al.”
Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution (2003, background): “A multivariate form of skew t-distribution has been proposed by Jones (2002) but the associated inferential aspects have not been discussed.”
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models (2005, background): “Among these, we mention briefly the density of Jones (2001), where the covariances are necessarily positive; Jones (2002); and the heavily parameterized Edgeworth–Sargan density used by Mauleón and Perote (1999) for a bivariate GARCH model.”
The multivariate skew-slash distribution (2006, methodology): “Their own proposal is developed in the univariate setting and they acknowledge that its extension to the multivariate setting (Jones, 2001) is of questionable usefulness.”