Multivariate T-Distributions and Their Applications

by Saralees Nadarajah and Samuel Kotz

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"