1246163

9780521826549

Multivariate t Distributions and Their Applications

Multivariate t Distributions and Their Applications
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  • ISBN-13: 9780521826549
  • ISBN: 0521826543
  • Publisher: Cambridge University Press

AUTHOR

Kotz, Samuel, Nadarajah, Saralees

SUMMARY

Practically every result on multivariate t-distributions published in the last 50 years is brought together for the first time. Covers theoretical probabilistic results, statistical aspects, and generalizations and applications, including material on estimation and regression models of special value for practitioners in statistics and economics. More than 350 references are included.Kotz, Samuel is the author of 'Multivariate t Distributions and Their Applications' with ISBN 9780521826549 and ISBN 0521826543.

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