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The key issues addressed by the authors are mainly connected with Student's \\(t\\)-distribution methods. Starting from some well-known issues in the classical theory based on the normal distribution and a brief review of other known distributions, the book opens subjects as location models, simple regression models, analysis of variance, parallelism models, multiple regression models, ridge regression, multivariate models, Bayesian analysis, linear prediction models and Stein estimation, each of these constituting a chapter from those twelve chapters of the book. NEWLINENEWLINEEach chapter, including the introductory and the preliminary chapters, begins with an overview of the paragraphs and ends with a set of problems which make the book very challenging for the reader. Also, some practical examples from the real world are exposed to illustrate the linear regression models with non-normal errors. 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