Review of regression models based on the multivariate t distribution

zbMATH Open1190.62127MaRDI QIDQ972065FDOQ972065

Authors: Samuel Kotz, Saralees Nadarajah 

Publication date: 25 May 2010

Published in: Proceedings of the National Academy of Sciences, India. Section A. Physical Sciences (Search for Journal in Brave)

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• Estimation methods for the multivariate \(t\) distribution
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zbMATH Keywords

multivariate normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cited In (8)

• A new multivariate t distribution with variant tail weights and its application in robust regression analysis
• The emperor's new clothes: a critique of the multivariate t regression model
• Mathematical properties of the multivariate \(t\) distribution
• Multitude of multivariatet-distributions
• Estimation of the parameters of a regression model with a multivariate t error variable
• Probability integrals of the multivariate \(t\) distribution
• Estimation methods for the multivariate \(t\) distribution
• Sampling distributions associated with the multivariate t distribution

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