Percentage Points of the Multivariate t Distribution

DOI10.1111/j.1751-5823.2006.tb00158.xzbMath1142.62356OpenAlexW2093833897MaRDI QIDQ5446539

Samuel Kotz, Saralees Nadarajah

Publication date: 6 March 2008

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

Full work available at URL: https://doi.org/10.1111/j.1751-5823.2006.tb00158.x

zbMATH Keywords

multivariate normal distribution

Mathematics Subject Classification ID

Related Items (1)

Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors

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