Monte Carlo evaluation of multivariate Student's t probabilities
type: Item
instance of: scholarly article
title: Monte Carlo evaluation of multivariate Student's t probabilities
zbMATH Open document ID: 0875.62604
DOI: 10.1016/0165-1765(96)00835-X
author: Wim P. M. Vijverberg
published in: Economics Letters
publication date: 1997-02-27T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 983445
zbMATH Keywords: Multivariate t probability
zbMATH Keywords: Simulation
zbMATH Keywords: Importance sampling
MaRDI profile type: Publication
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full work available at URL: 0165-1765(96)00835-x
OpenAlex ID: W2066405258
Wikidata QID: Q127646832
description: scientific article; zbMATH DE number 983445