Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference (Q2135848): Difference between revisions

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Revision as of 06:00, 5 March 2024

scientific article
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Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference
scientific article

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    Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference (English)
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    10 May 2022
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    hazard function
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    multivariate Student's \(t\) distribution
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    multivariate unified skew-\(t\) distribution
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    orthant probability
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    order statistics
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    recurrence relation
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