2 papers
stat.ME2013
Efficient inference about the tail weight in multivariate Student distributions
Christophe Ley, Anouk Neven
We propose a new testing procedure about the tail weight parameter of multivariate Student distributions by having recourse to the Le Cam methodology. Our test is asymptoticall…
math.ST2012
The value at the mode in multivariate distributions: a curiosity or not?
Christophe Ley, Anouk Neven
It is a well-known fact that multivariate Student distributions converge to multivariate Gaussian distributions as the number of degrees of freedom tends to infinity, irres…