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Multivariate T-Distributions and Their Applications

Librairie Eyrolles - Paris 5e
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Multivariate T-Distributions and Their Applications

Multivariate T-Distributions and Their Applications

272 pages, parution le 22/04/2004

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 du livre "Multivariate T-Distributions and Their Applications"

  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
Sélection de Noël

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