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Applications and Tabulations of the Multivariate t Distribution with ρ = 0
Author(s) -
Rausch W.,
Horn M.
Publication year - 1988
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710300515
Subject(s) - multivariate statistics , quantile , statistics , multivariate analysis , mathematics , multivariate stable distribution , multivariate t distribution , normal wishart distribution , distribution (mathematics) , multivariate normal distribution , mathematical analysis
Quantiles of the multivariate t distribution with ρ = 0 are tabulated. Some applications are discussed.