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Estimation Methods for the Multivariate tDistribution

Estimation Methods for the Multivariate tDistribution The known estimation and simulation methods for multivariate t distributions are reviewed. A review of selected applications is also provided. We believe that this review will serve as an important reference and encourage further research activities in the area. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Applicandae Mathematicae Springer Journals

Estimation Methods for the Multivariate tDistribution

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References (79)

Publisher
Springer Journals
Copyright
Copyright © 2008 by Springer Science+Business Media B.V.
Subject
Mathematics; Mathematics, general; Computer Science, general; Theoretical, Mathematical and Computational Physics; Complex Systems; Classical Mechanics
ISSN
0167-8019
eISSN
1572-9036
DOI
10.1007/s10440-008-9212-8
Publisher site
See Article on Publisher Site

Abstract

The known estimation and simulation methods for multivariate t distributions are reviewed. A review of selected applications is also provided. We believe that this review will serve as an important reference and encourage further research activities in the area.

Journal

Acta Applicandae MathematicaeSpringer Journals

Published: Feb 1, 2008

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