Mathematical Properties of the Multivariate t Distribution |
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| Authors: | Saralees Nadarajah Samuel Kotz |
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| Affiliation: | (1) Department of Statistics, University of Nebraska, Lincoln, NE 68583, USA;(2) Department of Engineering Management and Systems Engineering, The George Washington University, Washington, DC 20052, USA |
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| Abstract: | ![]()
The known mathematical properties of the multivariate t distribution are reviewed. We believe that this review will serve as an important reference and encourage further research activities in the area. |
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| Keywords: | 62E99 |
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