On the Conditional Distribution of the Multivariate t Distribution.

As alternatives to the normal distributions, t distributions are widely applied in robust analysis for data with outliers or heavy tails. The properties of the multivariate t distribution are well documented in Kotz and Nadarajah's book, which, however, states a wrong conclusion about the conditiona...

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Publicado en:	American Statistician Vol. 70; no. 3; pp. 293 - 296
Autor principal:	Ding, Peng
Formato:	Artículo
Publicado:	Taylor & Francis Ltd 2016
Materias:	Distribution (Probability theory) Robust statistics Multivariate analysis Statistics Density functional theory
Acceso en línea:	Ver este registro en EBSCOhost