Sentence examples for multivariate t or from inspiring English sources

Here we show that a D-dimensional Tsallis random variable is a multivariate t or Student distributed random variable.

Several methods have been introduced to combine P values over regions under dependence, - including weighted approaches that could account for differences in sequencing depths,, but each method assumes that the P values were generated from multivariate t (or Z) distributions.

Simultaneous treatment of multiple profiles is currently available for emission type set to multivariate normal distribution or multivariate t distribution.

Let us first recall the multivariate t distribution.

Azzalini and Capitanio (2003) proposed the multivariate skew t distribution by allowing a skewness parameter in a multivariate t distribution.

Kotz and Nadarajah (2004) wrote "…that the possibilities of constructing skewed multivariate t distributions are practically limitless".

We provide two stochastic representations for the slash t distribution based on the two stochastic representations of the multivariate t distribution.

Finally, an empirical study of four Indexes from Chinese Stock Market is performed and the result suggests that pair Copula can better characterize the inter-dependence structure between assets and the performance of pair Copula-GARCH-EVT-CVaR model is better than that of multivariate t Copula-GARCH-EVT-CVaR model in portfolio optimization.

Hotelling's multivariate T test provided a single assessment of the overall difference between cases and controls, measured in terms of the six variables.

Continuous associations between indices of insulin sensitivity was assessed graphically with the use of correlation matrix, applying the Box-Cox [ 15] power transformations to improve the shape of the associations; then the " Covariance Estimation for Multivariate t Distribution" [ 16] methods was used to derived the correlation coefficients, while minimising the potential effects of outliers.

Hotelling's multivariate T test was used to assess the overall difference between cases and controls, in terms of age started first daycare, duration of daycare attendance, mean hours per week, mean number of children at each daycare, total number of children at all daycares, and total child hours.