Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference (Q2135848): Difference between revisions
From MaRDI portal
Latest revision as of 04:56, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference |
scientific article |
Statements
Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference (English)
0 references
10 May 2022
0 references
hazard function
0 references
multivariate Student's \(t\) distribution
0 references
multivariate unified skew-\(t\) distribution
0 references
orthant probability
0 references
order statistics
0 references
recurrence relation
0 references
0 references
0 references
0 references
