Multivariate t distributions and their applications:

Almost all the results available in the literature on multivariate t-distributions published in the last 50 years are now collected together in this comprehensive reference. Because these distributions are becoming more prominent in many applications, this book is a must for any serious researcher o...

Full description

Saved in:
Bibliographic Details
Main Author: Kotz, Samuel (Author)
Format: Electronic eBook
Language:English
Published: Cambridge Cambridge University Press 2004
Subjects:
Online Access:BSB01
FHN01
Volltext
Summary:Almost all the results available in the literature on multivariate t-distributions published in the last 50 years are now collected together in this comprehensive reference. Because these distributions are becoming more prominent in many applications, this book is a must for any serious researcher or consultant working in multivariate analysis and statistical distributions. Much of this material has never before appeared in book form. The first part of the book emphasizes theoretical results of a probabilistic nature. In the second part of the book, these are supplemented by a variety of statistical aspects. Various generalizations and applications are dealt with in the final chapters. The material on estimation and regression models is of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included
Item Description:Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Physical Description:1 online resource (xii, 272 pages)
ISBN:9780511550683
DOI:10.1017/CBO9780511550683

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text