Sampling distributions associated with the multivariate t distribution

Saralees Nadarajah and Samuel Kotz

Statistica Neerlandica, 2005, vol. 59, issue 2, 214-234

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.

Date: 2005
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