Probability Integrals of the Multivariate t Distribution

DOI10.1111/J.1751-5823.2007.00021.XMaRDI QIDQ3182011zbMATH OpenOpenAlexFDO

Authors Samuel Kotz, Saralees Nadarajah

Publication date 1 October 2009

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1751-5823.2007.00021.x

zbMATH Keywords

multivariate normal distributionprobability integralsmultivariate \(t\) distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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Cited in

(2)

• Probability inequalities of the multivariate \(t\) distribution
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