The known methods for computing percentage points of multivariate t distributions are reviewed. We believe that this review will serve as an important reference and encourage further research activities in the area.
Publié le : 2006-04-14
Classification:
Multivariate normal distribution,
Multivariate t distribution,
Percentage points
@article{1143654384,
author = {Nadarajah, Saralees and Kotz, Samuel},
title = {Percentage Points of the Multivariate t Distribution},
journal = {Internat. Statist. Rev.},
volume = {74},
number = {1},
year = {2006},
pages = { 15-30},
language = {en},
url = {http://dml.mathdoc.fr/item/1143654384}
}
Nadarajah, Saralees; Kotz, Samuel. Percentage Points of the Multivariate t Distribution. Internat. Statist. Rev., Tome 74 (2006) no. 1, pp. 15-30. http://gdmltest.u-ga.fr/item/1143654384/