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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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Grigelionis, Bronius (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:SpringerBriefs in Statistics,
Subjects:
Online Access:Texto Completo