Mathematical Properties of the Multivariate t Distribution

Author:

Nadarajah Saralees,Kotz Samuel

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference55 articles.

1. Abdel-Hameed, H. and Sampson, A. R.: Positive dependence of the bivariate and trivariate absolute normal, t, χ 2, and F distributions, Ann. Statist. 6 (1978), 1360–1368.

2. Abramowitz, M. and Stegun, I. A.: Handbook of Mathematical Functions, Dover, New York, 1965.

3. Afonja, B.: The moments of the maximum of correlated normal and t variates, J. Roy. Statist. Soc. Ser. B 34 (1972), 251–262.

4. Ando, A. and Kaufman, G. W.: Bayesian analysis of the independent multi-normal process – neither mean nor precision known, J. Amer. Statist. Assoc. 60 (1965), 347–358.

5. Bennett, B. M.: On a certain multivariate normal distribution, Proc. Camb. Philos. Soc. 57 (1961), 434–436.

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