Multivariate T-Distributions and Their Applications

by Saralees Nadarajah and Samuel Kotz

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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...

Format:Hardcover

Language:English

ISBN:0521826543

ISBN13:9780521826549

Release Date:February 2004

Publisher:Cambridge University Press

Length:284 Pages

Weight:1.20 lbs.

Dimensions:0.9" x 6.0" x 9.2"

Related Subjects

Math Mathematics Science & Math

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Multivariate T-Distributions and Their Applications

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