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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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