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  3. Multivariate T-Distributions and Their Applications
  • Cited by 503
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    • Publisher:
      Cambridge University Press
      Publication date:
      May 2010
      February 2004
      ISBN:
      9780511550683
      9780521826549
      DOI:
      https://doi.org/10.1017/CBO9780511550683
      Dimensions:
      (228 x 152 mm)
      Weight & Pages:
      0.52kg, 284 Pages
      Dimensions:
      Weight & Pages:
      • Subjects:
      Economics, Econometrics and Mathematical Methods, Statistical Theory and Methods, Statistics and Probability
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    Subjects:
    Economics, Econometrics and Mathematical Methods, Statistical Theory and Methods, Statistics and Probability
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    Book description

    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.

    Reviews

    ‘… major encyclopaedic work. Both novices and experts in the field should find the book invaluable.‘

    Source: SIAM Review

    ‘The book presents in a user-friendly manner almost all of the results on multivariate t distributions published in the last 50 years. … The bibliography contains more than 350 references.‘

    Source: Monatshefte für Mathematik

    'Overall, the book is an excellent, well and up-to-date referenced source of information on results existing in the literature on multivariate t distributions over the last 50 years … the first instance where results on the multivariate t distribution have been put together in an organized manner …'

    Source: Zentralblatt MATH

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