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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.Read more
- A most complete and unique compendium on multivariate t-distribtution
- A comprehensive bibliography of over 350 references included
Reviews & endorsements
"A useful reference work for anyone with an interest in non-Gaussian continuous multivariate distributions... The authors have done a useful service in bringing together a lot of useful material in one compact volume."
Alexander J.McNeil, Swiss Federal Institute of Technology, Zurich for the Journal of the American Statistical Association
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- Date Published: February 2004
- format: Hardback
- isbn: 9780521826549
- length: 284 pages
- dimensions: 236 x 158 x 26 mm
- weight: 0.52kg
- availability: In stock
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