The value at the mode in multivariate t distributions: a curiosity or not?

Christophe Ley and Anouk Neven

Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: Gamma function; Gaussian Distribution; value at the mode; Student t distribution; tail weight (search for similar items in EconPapers)
Pages: 9 p.
Date: 2014
New Economics Papers: this item is included in nep-ecm
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