Multivariate T-Distributions and Their Applications

Samuel Kotz, Saralees Nadarajah

272 pages, parution le 22/04/2004

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Résumé

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.

Sommaire

Introduction
The Characteristic Function
Linear Combinations, Products, and Ratios
Bivariate Generalizations and Related Distributions
Multivariate Generalizations and Related Distributions
Probability Integrals
Probability Inequalities
Percentage Points
Sampling Distributions
Estimation
Regression Models
Applications

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	Samuel Kotz, Saralees Nadarajah
Parution	22/04/2004
Nb. de pages	272
Format	16 x 23,5
Couverture	Broché
Poids	510g
Intérieur	Noir et Blanc
EAN13	9780521826549
ISBN13	978-0-521-82654-9