On the Multivariate t Distribution

Roth, M. (2013). On the Multivariate t Distribution.

Type

Unclassified

Intellectual base

Unclassified

Year

2013

Link

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Cited by

1 citation across 1 artifact.

Domain-specific

• Multivariate t-distribution
  • The multivariate t distribution generalizes Student's t to correlated vectors while retaining heavier tails than a multivariate normal.

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Registry ID ref:44a3e5c7dceb · see in the full table