Student's t-distribution and related stochastic processes
Auteur :
Grigelionis, B.
Éditeur :
Grigelionis, B.
ISBN :
9783642311451
Date de publication :
18 sept. 2012
Dimensions :
23,4 x 15,6 x 0,5 cm
Poids :
170 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Allemagne
A monograph that presents the study of the infinite divisibility and self-decomposability properties of central and noncentral Student's distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution.