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Description - Multivariate T-Distributions and Their Applications by 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 over 350 references is included.

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Book Details

ISBN: 9780521826549
ISBN-10: 0521826543
Format: Hardback
(228mm x 152mm x 26mm)
Pages: 284
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 16-Feb-2004
Country of Publication: United Kingdom

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