On sampling the degree-of-freedom of Student's- t disturbances

Statistics and Probability Letters

Volumn 52, Issue 2, 2001, Pages 177-181

  Watanabe, Toshiaki ^a  

^a TOKYO METROPOLITAN UNIVERSITY   (Japan)

Author keywords

Degree of freedom; Metropolis Hastings acceptance rejection algorithm; Student's t distribution

Indexed keywords

EID: 0042904586     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00221-2     Document Type: Article

References (7)

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