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Probability Integrals of the Multivariate t Distribution - MaRDI portal

Probability Integrals of the Multivariate t Distribution (Q3182011)

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Language	Label	Description	Also known as
English	Probability Integrals of the Multivariate t Distribution	scientific article

Statements

scholarly article

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Probability Integrals of the Multivariate t Distribution (English)

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Saralees Nadarajah

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International Statistical Review

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publication date

1 October 2009

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zbMATH Keywords

multivariate normal distribution

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multivariate \(t\) distribution

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probability integrals

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/j.1751-5823.2007.00021.x

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On estimation of probabilities of linear inequalities for multivariate \(T\)-distributions

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Evaluation of Some Cumulative Distribution Functions by Numerical Quadrature

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On the Computation of a Bivariate t-Distribution

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A multivariate <i>t</i> probability integral

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Algorithm AS 184: Non-Central Studentized Maximum and Related Multiple-t Probabilities

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On the Numerical Availability of Multiple Comparison Procedures

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The bivariate normal integral

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Adaptive, Self-Validating Numerical Quadrature

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A BIVARIATE GENERALIZATION OF STUDENT'S <i>t</i>-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES

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A representation of multivariate normal probability integrals by integral transforms

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On computing the probability integral of a general multivariate <i>t</i>

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Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions

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Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions

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On the distribution of the studentized maximum of equally correlated normal random variables

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Closure of multivariate \(t\) and related distributions

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Randomization of lattice rules for numerical multiple integration

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THE PROBABILITY INTEGRAL FOR TWO VARIABLES

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Empirical bayes estimation of the mean in a multivariate normal distribution

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Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures

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Multiple testing and simultaneous confidence intervals: calculation of constants

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Critical values for multiple testing and comparisons: one step and step down procedures.

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Power of Bivariate Studentized Maximum and Minimum Modulus Tests

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Monte Carlo evaluation of multivariate Student's t probabilities

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Monte-Carlo evaluation of multivariate normal probabilities

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Rectangular and wedge-shaped multivariate normal probabilities

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Comparison of algorithms for bivariate normal probability over a rectangle based on self-validated results from interval analysis<sup>∗</sup>

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1111/J.1751-5823.2007.00021.X

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Sitelinks

Mathematics(1 entry)

mardi Publication:3182011

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