The multivariate Behrens-Fisher distribution

DOI10.1016/j.jmva.2010.04.008zbMath1194.62076OpenAlexW1978952132MaRDI QIDQ990893

Carmen del Castillo, Fco. Javier Girón

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.008

zbMATH Keywords

mixtureconvolutionMonte Carlo methodsfrequentist coverageH.P.D. regions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05)

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