Efficient recursive computational algorithms for multivariate t and multivariate unified skew-t distributions with applications to inference - researchr publication

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Mehdi Amiri, Yaser Mehrali, Narayanaswamy Balakrishnan 0001, Ahad Jamalizadeh. Efficient recursive computational algorithms for multivariate t and multivariate unified skew-t distributions with applications to inference. Comput. Stat., 37(1):125-158, 2022. [doi]

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