Mathematical properties of the multivariate t distribution

Acta Applicandae Mathematicae

Volumn 89, Issue 1-3, 2005, Pages 53-84

  Nadarajah, Saralees ^a   Kotz, Samuel ^b  

^a UNIVERSITY OF NEBRASKA LINCOLN   (United States)

^b George Washington University   (United States)

Author keywords

Multivariate normal distribution; Multivariate t distribution

Indexed keywords

ENGINEERING RESEARCH; NORMAL DISTRIBUTION;

MATHEMATICAL PROPERTIES; MULTIVARIATE NORMAL DISTRIBUTION; MULTIVARIATE T DISTRIBUTION;

MATHEMATICAL TECHNIQUES;

EID: 33645316065     PISSN: 01678019     EISSN: 15729036     Source Type: Journal    
DOI: 10.1007/s10440-005-9003-4     Document Type: Article

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