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The multivariate t-distribution and its applications in regression analysis
Article
Golam Kibria, BM, Joarder, AH. (2010). The multivariate t-distribution and its applications in regression analysis .
18(2), 177-190.
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Golam Kibria, BM, Joarder, AH. (2010). The multivariate t-distribution and its applications in regression analysis .
18(2), 177-190.
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cited authors
Golam Kibria, BM; Joarder, AH
authors
Kibria, B M Golam
abstract
This paper makes an attempt to justify a multivariate t -model and provides a modest review of most important results of this model developed in recent years. Essential properties and applications of the model in various fields are discussed. Special attention is given to pre-test and shrinkage estimation for regression parameters under certain restrictions. The predictive distributions under the multivariate t -distribution are also discussed. It is observed that the multivariate t -distribition is more convincing to model multivariate data than multivariate normal distribution because of its fat tail. © Nova Science Publishers, Inc.
publication date
December 1, 2010
Additional Document Info
start page
177
end page
190
volume
18
issue
2