George Washington University, Washington DC
By Saralees Nadarajah
University of South Florida
Publisher: Cambridge University Press
Print Publication Year:2004
Online Publication Date:May 2010
Almost all published results on multivariate t-distributions (spanning the last 50 years) are collected in this comprehensive reference. The book begins with theoretical probabilistic results and then presents statistical aspects. Generalizations and applications are dealt with in the final chapters, including material on estimation and regression models of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included.