Estimation Methods for the Multivariate t Distribution

48 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Goodness‐of‐fit testing based on a weighted bootstrap: A fast large‐sample alternative to the parametric bootstrap (2012, background): “The d.f. of the t distribution were fixed (to five) to avoid numerical issues that arise when attempting to estimate them (see e.g. Nadarajah and Kotz, 2008, for a review).”