Multivariate T-Distributions and Their Applications - Kotz, Samuel; Nadarajah, Saralees (Cambridge Cambridge University Press, 2010)
1. Introduction -- 2. The Characteristic Function -- 3. Linear Combinations, Products, and Ratios -- 4. Bivariate Generalizations and Related Distributions -- 5. Multivariate Generalizations and Related Distributions -- 6. Probability Integrals -- 7. Probability Inequalities -- 8. Percentage Points -- 9. Sampling Distributions -- 10. Estimation -- 11. Regression Models -- 12. Applications.
Includes bibliographical references (pages 247-267) and index.
Electronicreproduction.
Keywords: Multivariate analysis; Distribution (Probability theory)