TY  - BOOK
AU  - Kotz,Samuel
AU  - Nadarajah,Saralees
TI  - Multivariate t distributions and their applications
SN  - 9780511550683 (ebook)
AV  - QA278 .K635 2004
U1  - 519.5/35 21
PY  - 2004///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Multivariate analysis
KW  - Distribution (Probability theory)
N1  - Title from publisher's bibliographic system (viewed on 05 Oct 2015); 1; Introduction --; 2; The Characteristic Function --; 3; Linear Combinations, Products, and Ratios --; 4; Bivariate Generalizations and Related Distributions --; 5; Multivariate Generalizations and Related Distributions --; 6; Probability Integrals --; 7; Probability Inequalities --; 8; Percentage Points --; 9; Sampling Distributions --; 10; Estimation --; 11; Regression Models --; 12; Applications
N2  - Almost 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
UR  - https://doi.org/10.1017/CBO9780511550683
ER  -