Multivariate t-distributions and their applications
Auteur :
Kotz, Samuel / Nadarajah, Saralees
Éditeur :
Cambridge University Press
ISBN :
9780521826549
Date de publication :
16 févr. 2004
Dimensions :
23,6 x 15,8 x 2,6 cm
Poids :
520 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Practically every result on multivariate t-distributions published in the last 50 years is brought together for the first time. Covers theoretical probabilistic results, statistical aspects, and generalizations and applications, including material on estimation and regression models of special value for practitioners in statistics and economics. More than 350 references are included.