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Sampling distributions associated with the multivariate t distribution |
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| Authors: | Saralees Nadarajah Samuel Kotz |
| Affiliation: | Department of Statistics, University of Nebraska, Lincoln, NE 68583, USA; Department of Engineering Management and Systems Engineering, The George Washington University, Washington, D.C. 20052, USA |
| Abstract: | The known sampling distributions and simulation methods associated with multivariate t distributions are reviewed. We believe that this review will serve as an important reference and encourage further research activities in the area. |
| Keywords: | multivariate normal distribution multivariate t distribution |