Multivariate T-Distributions and Their Applications
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Multivariate T-Distributions and Their Applications by Samuel Kotz
Book DescriptionAlmost all the results available in the literature on multivariate t-distributions published in the last 50 years are now collected together in this comprehensive reference. Because these distributions are becoming more prominent in many applications, this book is a must for any serious researcher or consultant working in multivariate analysis and statistical distributions. Much of this material has never before appeared in book form. The first part of the book emphasizes theoretical results of a probabilistic nature. In the second part of the book, these are supplemented by a variety of statistical aspects. Various generalizations and applications are dealt with in the final chapters. The material on estimation and regression models is of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included.
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Book DetailsISBN: 9780521826549
(228mm x 152mm x 26mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 16-Feb-2004
Country of Publication: United Kingdom
Books By Author Samuel Kotz
Univariate Discrete Distributions, Hardback (April 2008)
This Set Contains:Continuous Multivariate Distributions, Volume 1, Models and Applications, 2nd Edition by Samuel Kotz, N. Balakrishnan and Normal L. Johnson; Continuous Univariate Distributions, Volume 1, 2nd Edition by Samuel Kotz, N. Balakrishnan and Normal L. Johnson; Continuous Univariate Distributions, Volume 2, 2nd Edition by Samuel Kotz, N.
Statistical Size Distributions in Economics and Actuarial Sciences, Hardback (August 2003)
With the growth of such fields as financial economics, so has the need for a thorough discussion of statistical size distributions.
Continuous Multivariate Distributions, Hardback (June 2000)» View all books by Samuel Kotz
This book concentrates on a variety of multivariate distributional models (other than the normal and related sampling distributions). It covers a wide range of models from multivariate (MV) exponential, MV extremevalue and MV gamma, to MV beta (or dirichlet) and MV pareto, to name but a few.
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