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Student's t-Distribution and Related Stochastic Processes

This brief monograph is an in-depth 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....

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Grigelionis, Bronius (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Colección:SpringerBriefs in Statistics,
Temas:
Acceso en línea:Texto Completo