Characterizations of Student's t-distribution via regressions of order statistics
arXiv:1010.4355 · doi:10.1080/02331888.2010.535904
Abstract
Utilizing regression properties of order statistics, we characterize a family of distributions introduced by Akhundov, Balakrishnan, and Nevzorov (2004), that includes the t-distribution with two degrees of freedom as one of its members. Then we extend this characterization result to t-distribution with more than two degrees of freedom.
To appear in "Statistics"