Efficient probability estimation and simulation of the truncated multivariate student-t distribution

Z. I Botev, P. L. (2015). Efficient probability estimation and simulation of the truncated multivariate student-t distribution.

Type

Unclassified

Intellectual base

Unclassified

Year

2015

DOI

10.1109/wsc.2015.7408180

Link

https://doi.org/10.1109/wsc.2015.7408180

Cited by

1 citation across 1 artifact.

Domain-specific

• Multivariate t-distribution
  • … and a convenient observable transfers from A canonical example satisfies the full defining rule of Multivariate t-distribution with all assumptions and conventions explicit. to A careful use of Multivariate t-distribution tests its carrier, boundary and nearest confusable rather than relying on the name alone..

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Registry ID ref:61193e740b57 · see in the full table