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Percentage Points of the Multivariate t Distribution
Author(s) -
Nadarajah Saralees,
Kotz Samuel
Publication year - 2006
Publication title -
international statistical review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.051
H-Index - 54
eISSN - 1751-5823
pISSN - 0306-7734
DOI - 10.1111/j.1751-5823.2006.tb00158.x
Subject(s) - multivariate statistics , multivariate analysis , statistics , mathematics , multivariate normal distribution , multivariate t distribution , distribution (mathematics) , econometrics , mathematical analysis
Summary The known methods for computing percentage points of multivariate t distributions are reviewed. We believe that this review will serve as an important reference and encourage further research activities in the area.