Monte Carlo evaluation of multivariate Student's t probabilities

Economics Letters

Volumn 52, Issue 1, 1996, Pages 1-6

  Vijverberg, Wim P M ^a  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

Author keywords

Importance sampling; Multivariate t probability; Simulation

Indexed keywords

EID: 0030305826     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(96)00835-X     Document Type: Article

References (13)

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