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student-t-distribution

Here are 5 public repositories matching this topic...

vivek-v-rao / Bivariate-Student-t-distribution

Study the properties of the bivariate Student's t distribution through simulation

statistics t-distribution multivariate-t student-t-distribution

Updated Nov 29, 2025
Python

Beliavsky / Fit-Student-t

Fit Student-t distribution to univariate data in Fortran and Python with SciPy and compare speed

statistics fortran probability-distribution scipy t-distribution mle student-t scipy-stats student-t-distribution

Updated Apr 28, 2026
Fortran

emiliodavola / nasdaq-100-coloquio-2025

Presentación de la Comunicación Oral del LII Coloquio Argentino de Estadística de la Sociedad Argentina de Estadística

r statistics time-series econometrics garch nasdaq100 r-stats financial-econometrics quarto heteroskedasticity volatility-modeling egarch student-t-distribution

Updated Sep 15, 2025
HTML

faosorios / MVT

Estimation and testing for the multivariate t-distribution

envelope multivariate-analysis kurtosis equicorrelation-test homogeneity-test multivariate-t student-t-distribution wilson-hilferty-transformation

Updated Feb 27, 2026
C

Dipesh-Lc / monte_carlo-var

Asymptotic and finite-sample analysis of Monte Carlo VaR and Expected Shortfall under heavy tails, model misspecification, and GARCH volatility.

monte-carlo value-at-risk risk-management expected-shortfall garch-models student-t-distribution

Updated Mar 31, 2026
Jupyter Notebook

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