Multivariate T-Distributions and Their Applications

ISBN-13: 9780521826549 / Angielski / Twarda / 2004 / 284 str.

Samuel Kotz; Saralees Nadarajah

Opis

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.

Recenzje

'Overall, the book is an excellent, well and up-to-date referenced source of information on results existing in the literature on multivariate t distributions over the last 50 years … the first instance where results on the multivariate t distribution have been put together in an organized manner …' Zentralblatt MATH