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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