Comparison of methods for the computation of multivariate t probabilities

Journal of Computational and Graphical Statistics

Volumn 11, Issue 4, 2002, Pages 950-971

  Genz, Alan ^a   Bretz, Frank ^b  

^a WASHINGTON STATE UNIVERSITY   (United States)

^b LEIBNIZ UNIVERSITY HANNOVER   (Germany)

Author keywords

Multivariate t distribution; Noncentral distribution; Numerical integration; Statistical computation

Indexed keywords

EID: 0036925884     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1198/106186002394     Document Type: Article

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