A new multivariate t distribution with variant tail weights and its application in robust regression analysis

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	2629 - 2656
Journal	Journal of Applied Statistics
Volume	49
Publication status	Published - 2022

Cite this

@article{89b9372345094314b2173ee51d1d9cbc,

title = "A new multivariate t distribution with variant tail weights and its application in robust regression analysis",

author = "Chi Zhang and Guo-Liang Tian and Kam-Chuen Yuen and Penyi Liu and Tang, \{Man Lai\}",

year = "2022",

language = "English",

volume = "49",

pages = "2629 -- 2656",

journal = "Journal of Applied Statistics",

issn = "0266-4763",

publisher = "Routledge",

}

TY - JOUR

T1 - A new multivariate t distribution with variant tail weights and its application in robust regression analysis

AU - Zhang, Chi

AU - Tian, Guo-Liang

AU - Yuen, Kam-Chuen

AU - Liu, Penyi

AU - Tang, Man Lai

PY - 2022

Y1 - 2022

M3 - Article

SN - 0266-4763

VL - 49

SP - 2629

EP - 2656

JO - Journal of Applied Statistics

JF - Journal of Applied Statistics

ER -