Mathematical Properties of the Multivariate t Distribution

By Saralees Nadarajah, Samuel Kotz. 2005

51 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/435e3fb72bdfc71e90bf37c587f9e74132a562a5

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Citations in the corpus

• On the Conditional Distribution of the Multivariate t Distribution (2016, methodology): “Kotz andNadarajah (2004, p. 17) andNadarajah andKotz (2005) claimed that the conditional distribution of the MVT distribution is not an MVT distribution except for some extreme cases.”