000 02548nam a22003618i 4500
001 CR9780511550683
003 UkCbUP
005 20200124160324.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 090511s2004||||enk o ||1 0|eng|d
020 _a9780511550683 (ebook)
020 _z9780521826549 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA278
_b.K635 2004
082 0 0 _a519.5/35
_221
100 1 _aKotz, Samuel,
_eauthor.
245 1 0 _aMultivariate t distributions and their applications /
_cSamuel Kotz, Saralees Nadarajah.
246 3 _aMultivariate T-Distributions & Their Applications
264 1 _aCambridge :
_bCambridge University Press,
_c2004.
300 _a1 online resource (xii, 272 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 0 _g1.
_tIntroduction --
_g2.
_tThe Characteristic Function --
_g3.
_tLinear Combinations, Products, and Ratios --
_g4.
_tBivariate Generalizations and Related Distributions --
_g5.
_tMultivariate Generalizations and Related Distributions --
_g6.
_tProbability Integrals --
_g7.
_tProbability Inequalities --
_g8.
_tPercentage Points --
_g9.
_tSampling Distributions --
_g10.
_tEstimation --
_g11.
_tRegression Models --
_g12.
_tApplications.
520 _aAlmost 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.
650 0 _aMultivariate analysis.
650 0 _aDistribution (Probability theory)
700 1 _aNadarajah, Saralees,
_eauthor.
776 0 8 _iPrint version:
_z9780521826549
856 4 0 _uhttps://doi.org/10.1017/CBO9780511550683
999 _c522089
_d522087