Multivariate Student’s t and Its Applications

DOI10.1007/978-1-4612-3990-1_2MaRDI QIDQ4872927zbMATH OpenOpenAlexFDO

Authors Charles W. Dunnett

Publication date 16 April 1996

Published in Statistical Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4612-3990-1_2

zbMATH Keywords

comparisons with the bestindifference zone selectionmultiple comparisonsmultiple contrastsmultiple testingmultivariate Student's tmultivariate t distributionranking and selectionreviewstepwise testingsubset selection

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Estimation methods for the multivariate \(t\) distribution
• Sampling distributions associated with the multivariate t distribution
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Cited in

(9)

• Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference
• Statistical group classification rules for the multivariate Student t-distribution
• Studentization and prediction in a multivariate normal setting
• Sampling distributions associated with the multivariate t distribution
• Percentage Points of the Multivariate t Distribution
• Some Inferential Problems from Log Student’s T-distribution and its Multivariate Extension
• Monte Carlo evaluation of multivariate Student's t probabilities
• Estimation methods for the multivariate \(t\) distribution
• Review of regression models based on the multivariate \(t\) distribution

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