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dc.contributor.authorGrayling, MJ
dc.contributor.authorMander, AP
dc.date.accessioned2019-01-09T14:37:45Z
dc.date.available2019-01-09T14:37:45Z
dc.date.issued2018
dc.identifier.issn1536-867X
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/287732
dc.description.abstractThis paper presents a set of Stata commands and Mata functions to evaluate di erent distributional quantities of the multivariate normal distribution, and a particular type of non-central multivariate t distribution. Speci cally, their densities, distribution functions, equicoordinate quantiles, and pseudo-random vectors can be computed e ciently, either in the absence or presence of variable truncation.
dc.publisherDPC Nederland
dc.titleCalculations involving the multivariate normal and multivariate t distributions with and without truncation
dc.typeArticle
prism.endingPage843
prism.issueIdentifier4
prism.numberst0542
prism.publicationNameStata Journal
prism.startingPage826
prism.volume18
dc.identifier.doi10.17863/CAM.35047
dcterms.dateAccepted2018-08-02
rioxxterms.versionofrecord10.1177/1536867X1801800405
rioxxterms.versionAM
rioxxterms.licenseref.urihttp://www.rioxx.net/licenses/all-rights-reserved
rioxxterms.licenseref.startdate2018-08-02
dc.contributor.orcidGrayling, Michael [0000-0002-0680-6668]
dc.contributor.orcidMander, Adrian [0000-0002-0742-9040]
dc.identifier.eissn1536-8734
rioxxterms.typeJournal Article/Review
pubs.funder-project-idWellcome Trust (099770/Z/12/Z)
pubs.funder-project-idMRC (unknown)
cam.issuedOnline2018-12-17
cam.orpheus.success2020-09-30 ''Due to restrictions imposed by the publisher, we will not be able to make this paper openly available''
rioxxterms.freetoread.startdate2100-01-01


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