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Item Details
Title: MULTIVARIATE T-DISTRIBUTIONS AND THEIR APPLICATIONS
By: Samuel Kotz, Saralees Nadarajah
Format: Hardback

List price: £110.00


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 0521826543
ISBN 13: 9780521826549
Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 16 February, 2004
Pages: 284
Description: A comprehensive reference of almost all results on multivariate t-distributions published in the last 50 years.
Synopsis: 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.
Publication: UK
Imprint: Cambridge University Press
Returns: Returnable
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