Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference (Q2135848)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference |
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Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference (English)
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10 May 2022
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hazard function
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multivariate Student's \(t\) distribution
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multivariate unified skew-\(t\) distribution
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orthant probability
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order statistics
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recurrence relation
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