Goodness-of-fit test of multivariate t-distribution with Monte Carlo simulation using R
Author(s) -
Ibnu Santoso,
Tiodora Hadumaon Siagian,
Erni Tri Astuti,
Azka Ubaidillah
Publication year - 2018
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.5062782
Subject(s) - monte carlo method , kurtosis , computer science , goodness of fit , multivariate statistics , multivariate normal distribution , statistical hypothesis testing , matlab , statistics , algorithm , mathematics , machine learning , operating system
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