Multivariate T-Distributions and Their Applications
“Multivariate T-Distributions and Their Applications” by Samuel Kotz is a comprehensive reference published by Cambridge University Press on February 16, 2004. This 272-page book presents a thorough collection of results on multivariate t-distributions, consolidating findings from the last 50 years. It serves as a valuable resource for researchers and consultants engaged in multivariate analysis and statistical distributions, addressing the growing prominence of these distributions in various applications.
Readers will find a detailed exploration of theoretical results in the first part of the book, which is complemented by statistical aspects in the following sections. The final chapters discuss various generalizations and applications, with a particular focus on estimation and regression models, making it especially useful for practitioners in statistics and economics. Additionally, the book includes a comprehensive bibliography featuring over 350 references, providing a solid foundation for further research in mathematics, probability, and statistics.
Official synopsis Publisher
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.
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