Multivariate T-Distributions and Their Applications (English, Samuel Kotz)
by Samuel Kotz
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521826549
ISBN-10
0521826543
Author
Samuel Kotz
About the Book
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…
ISBN: 9780521826549
ISBN-13: 9780521826549
ISBN-10: 0521826543
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Product ID: isbn-9780521826549
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