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- W2327196125 abstract "ABSTRACTAs 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 conditional distribution of the multivariate t distribution. Previous literature has recognized that the conditional distribution of the multivariate t distribution also follows the multivariate t distribution. We provide an intuitive proof without directly manipulating the complicated density function of the multivariate t distribution." @default.
- W2327196125 created "2016-06-24" @default.
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- W2327196125 date "2016-07-02" @default.
- W2327196125 modified "2023-10-18" @default.
- W2327196125 title "On the Conditional Distribution of the Multivariate <i>t</i> Distribution" @default.
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- W2327196125 doi "https://doi.org/10.1080/00031305.2016.1164756" @default.
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