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

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]

Authors

Mehdi Amiri

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Yaser Mehrali

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Narayanaswamy Balakrishnan 0001

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Ahad Jamalizadeh

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