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Recurrence relations for bivariate t and extended skew-t distributions and an application to order statistics from bivariate t

A. Jamalizadeh, Y. Mehrali, N. Balakrishnan. Recurrence relations for bivariate t and extended skew-t distributions and an application to order statistics from bivariate t. Computational Statistics & Data Analysis, 53(12):4018-4027, 2009. [doi]

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