Evaluation of One-Sided Percentage Points of the Singular Multivariate Normal Distribution
作者： Koon-Shing. Kwong
DOI: 10.1080/00949659508811627
关键词: Wishart distribution 、 Matrix t-distribution 、 Multivariate stable distribution 、 Normal-Wishart distribution 、 Multivariate normal distribution 、 Multivariate t-distribution 、 Inverse-Wishart distribution 、 Matrix normal distribution 、 Statistics 、 Mathematics
摘要: This paper presents a new theorem, as substitute for existing results which are shown to have some errors, evaluating the exact one-sided percentage points of multivariate normal distribution with singular negative product correlation structure. By extending result from t-distribution corresponding structure, we tabulate critical Analysis Means procedure.
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