Almost all the results available in the literature on multivariate t-distributions published in the
last 50 years are now collected together in this comprehensive reference. Because these …

The normal and Student'st distributions are two of the most important continuous probability
distributions, and are widely used in statistics and other fields of sciences. The distributions …

This paper reviews most important properties of a location-scale multivariate t-distribution. A
conditional representation of the distribution is exploited to outline moments, characteristic …

Estimation Methods for the Multivariate t Distribution Page 1 Acta Appl Math (2008) 102: 99–118
DOI 10.1007/s10440-008-9212-8 Estimation Methods for the Multivariate t Distribution Saralees …

Estimation of the scale parameter in mixture models with unknown location is considered
under Stein's loss. Under certain conditions, the inadmissibility of the “usual” estimator is …

In this paper we deal with the problem of classifying ap-dimensional random vector into one
of two elliptically contoured populations with unknown and distinct mean vectors and a …

We study estimation of the correlation ρ in the multivariate linear model with uniform
correlation structure. Unbiased estimator of ρ based on moment estimator proposed by …

Sampling distributions associated with the multivariate t distribution - Nadarajah - 2005 -
Statistica Neerlandica - Wiley Online Library Skip to Article Content Skip to Article Information …