From: The multivariate slash and skew-slash student t distributions
True | SLT | SSLT | |||
---|---|---|---|---|---|
Parameter | Value | MLE | Bayes | MLE | Bayes |
Univariate | |||||
λ | 3 | 2.496 | 2.511 | ||
q | 5 | 6.196 | 6.236 | 6.689 | 6.479 |
r | 8 | 8.015 | 7.084 | 7.650 | 7.194 |
Bivariate | |||||
λ _{1} | -5 | -5.543 | -3.288 | ||
λ _{2} | 3 | 3.333 | 1.967 | ||
q | 5 | 6.410 | 4.113 | 5.899 | 4.118 |
r | 8 | 7.480 | 8.468 | 7.726 | 8.609 |