The value at the mode in multivariate t distributions: a curiosity or not?
| Year of publication: |
2014
|
|---|---|
| Authors: | Ley, Christophe ; Neven, Anouk |
| Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
| Subject: | Gamma function | Gaussian Distribution | value at the mode | Student t distribution | tail weight |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published by: 9 pages long |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010826324