2007.159: Sampling distributions associated with the multivariate t distribution
2007.159: Saralees Nadarajah and Samuel Kotz (2005) Sampling distributions associated with the multivariate t distribution. Statistica Neerlandica, 59 (2). pp. 214-234.
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The known sampling distributions and simulation methods associated with multivariate t distributions are reviewed. We believe that this review will serve as an important reference and encourage further research activities in the area.
|Uncontrolled Keywords:||multivariate normal distribution, multivariate t distribution.|
|Subjects:||MSC 2000 > 62 Statistics|
|Deposited By:||Mrs Louise Healey|
|Deposited On:||19 November 2007|