Sampling distributions associated with the multivariate t distribution

Nadarajah, Saralees and Kotz, Samuel (2005) Sampling distributions associated with the multivariate t distribution. Statistica Neerlandica, 59 (2). pp. 214-234.

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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 2010, the AMS's Mathematics Subject Classification > 62 Statistics
Depositing User: Ms Lucy van Russelt
Date Deposited: 19 Nov 2007
Last Modified: 20 Oct 2017 14:12
URI: https://eprints.maths.manchester.ac.uk/id/eprint/902

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