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The book serves as a definitive reference on multivariate t-distributions, compiling results from the last 50 years. It covers theoretical probabilistic foundations and statistical applications, culminating in discussions on generalizations, estimation, and regression models relevant to practitioners in statistics and economics. Additionally, it features an extensive bibliography with over 350 references, making it a valuable resource for both researchers and professionals in the field.
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Multivariate T-Distributions and Their Applications, Samuel Kotz
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- 2004
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