Blagoveshchenskij, Yu. N. Multivariate \(T\)-normal distributions in applied statistics. (English. Russian original) Zbl 0978.62044 J. Math. Sci., New York 103, No. 5, 556-567 (2001); translation from Statisticheskie Metody Otsenivaniya i Proverki Gipotez 1998, 43-64 (1998). Summary: We study the family of so-called \(T\)-normal distributions, which includes the multivariate Gaussian distributions and those derived from them by arbitrary strictly monotone transformations of individual components. An attempt is made to give a quite thorough presentation of the theory of \(T\)-normal distributions and provide us with a series of appropriate statistical analysis procedures, together with some examples. In conclusion, various schemes of genesis of experimental data where the hypothesis about \(T\)-normality can be accepted are considered. Cited in 1 Document MSC: 62H05 Characterization and structure theory for multivariate probability distributions; copulas 62H12 Estimation in multivariate analysis Keywords:T-normal distributions; strictly monotone transformations; order statistics; Gaussian distributions PDFBibTeX XMLCite \textit{Yu. N. Blagoveshchenskij}, J. Math. Sci., New York 103, No. 5, 1 (1998; Zbl 0978.62044); translation from Statisticheskie Metody Otsenivaniya i Proverki Gipotez 1998, 43--64 (1998) Full Text: DOI