I suspect everything known is in
S Kotz and S Nadrajah, Multivariate t-distributions and their
applications, Cambridge University Press 2004 (ISBN 0 521 82654 3).
Peter M Lee
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On Thu, 27 May 2004, Mark Coleman wrote:
> Greetings,
>
> Can anyone point me to a reference, if one exists, on the multivariate
> *noncentral" Student-t distribution?
>
> Thanks,
>
> Mark
>
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