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Multivariate T-Distributions and Their Applications|Samuel Kotz

Multivariate T-Distributions and Their Applications

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Overview

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.

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Details

  • ISBN-13: 9780521826549
  • ISBN-10: 0521826543
  • Publisher: Cambridge University Press
  • Publish Date: February 2004
  • Dimensions: 9.18 x 5.96 x 0.9 inches
  • Shipping Weight: 1.14 pounds
  • Page Count: 284

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