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april 2006 Percentage Points of the Multivariate t Distribution
Saralees Nadarajah, Samuel Kotz
Internat. Statist. Rev. 74(1): 15-30 (april 2006).

Abstract

The known methods for computing percentage points of multivariate t distributions are reviewed. We believe that this review will serve as an important reference and encourage further research activities in the area.

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Saralees Nadarajah. Samuel Kotz. "Percentage Points of the Multivariate t Distribution." Internat. Statist. Rev. 74 (1) 15 - 30, april 2006.

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Published: april 2006
First available in Project Euclid: 29 March 2006

zbMATH: 1142.62356

Keywords: multivariate normal distribution , Multivariate t distribution , percentage points

Rights: Copyright © 2006 International Statistical Institute

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Vol.74 • No. 1 • april 2006
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