Statistical Inference for Models With Multivariate t-Distributed Errors by A.K. Md. Ehsanes Saleh, M. Arashi, ad S.M.M. Tabatabaey - 2014

Wiley, 2014. Hardbound. New Book. Hardbound. A team of statisticians fills a gap in statistical inference on linear models based on the multivariate t-errors. They begin by summarizing the results of various models under normal theory with a brief review of the literature, then describes the basic properties of several known distributions, and open the discussion of multivariate t-distribution with its basic properties. The other topics are the location model, simple regression model, analysis of variation, parallelism model, multiple regression model, ridge regression, multivariate models, Bayesian analysis, linear prediction models, and Stein estimation. (2014 Ringgold, Inc., Portland, OR)