Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference
DOI10.1007/S00180-021-01119-XzbMath1505.62030OpenAlexW3169698141MaRDI QIDQ2135848
Mehdi Amiri, Yaser Mehrali, Ahad Jamalizadeh, Narayanaswamy Balakrishnan
Publication date: 10 May 2022
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-021-01119-x
order statisticsrecurrence relationhazard functionorthant probabilitymultivariate unified skew-\(t\) distributionmultivariate Student's \(t\) distribution
Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)
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