Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference (Q2135848)
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scientific article; zbMATH DE number 7523996
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| English | Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference |
scientific article; zbMATH DE number 7523996 |
Statements
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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0.815366268157959
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0.8064013719558716
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0.7937062382698059
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0.7670491933822632
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0.7633525133132935
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