Multivariate T-Distributions and Their Applications (Hardcover) (ISBN-13: 9780521826549)

Almost all published results on multivariate t-distributions (spanning the last 50 years) are collected in this comprehensive reference. The book begins with theoretical probabilistic results and then presents statistical aspects. Generalizations and applications are dealt with in the final chapters, including material on estimation and regression models of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included.

Author: Samuel Kotz
ISBN-10: 0521826543
ISBN-13: 9780521826549
Publisher: Cambridge University Press
Language: English
Published: 02/16/2004
Pages: 284
Format: Hardcover
Weight: 1.14lbs
Size: 9.18h x 5.96w x 0.90d