Monte Carlo evaluation of multivariate Student's t probabilities

DOI10.1016/0165-1765(96)00835-XzbMath0875.62604OpenAlexW2066405258WikidataQ127646832 ScholiaQ127646832MaRDI QIDQ671686

Wim P. M. Vijverberg

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(96)00835-x

zbMATH Keywords

SimulationImportance samplingMultivariate t probability

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (2)

Probability Integrals of the Multivariate t Distribution ⋮ A Truncated Bivariate t Distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
• Rectangular and wedge-shaped multivariate normal probabilities
• A Computationally Practical Simulation Estimator for Panel Data
• A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Bayesian Analysis of Binary and Polychotomous Response Data
• Econometrics

This page was built for publication: Monte Carlo evaluation of multivariate Student's t probabilities