Multivariate T-Distributions and Their Applications

Almost all published results on multivariate t-distributions (spanning the last 50 years) are collected in this comprehensive reference. The book begins with theoretical probabilistic results and then presents statistical aspects. Generalizations and applications are dealt with in the final chapters, including material on estimation and regression models of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included.


"A useful reference work for anyone with an interest in non-Gaussian continuous multivariate distributions... The authors have done a useful service in bringing together a lot of useful material in one compact volume."
Alexander J.McNeil, Swiss Federal Institute of Technology, Zurich for the Journal of the American Statistical Association

'The book presents in a user-friendly manner almost all of the results on multivariate t distributions published in the last 50 years. … The bibliography contains more than 350 references.' Monatshefte für Mathematik

'Overall, the book is an excellent, well and up-to-date referenced source of information on results existing in the literature on multivariate t distributions over the last 50 years … the first instance where results on the multivariate t distribution have been put together in an organized manner …' Zentralblatt MATH