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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DOI: 10.1111/j.1467-9574.2005.00288.x
Abstract
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.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | multivariate normal distribution, multivariate t distribution. |
| Subjects: | MSC 2000 > 62 Statistics |
| MIMS number: | 2007.159 |
| Deposited By: | Mrs Louise Healey |
| Deposited On: | 19 November 2007 |
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