Symmetric multivariate and related distributions
Author(s)
Bibliographic Information
Symmetric multivariate and related distributions
（Monographs on statistics and applied probability, 36）（CRC revivals）
CRC Press, 2018, c1990
- : hbk
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"First published 1990 by CRC Press, Taylor & Francis Group ... Reissued 2018 by CRC Press"--T.p. verso
Includes bibliographical references (p. [202]-212) and index
Description and Table of Contents
Description
Since the publication of the by now classical Johnson and Kotz Continuous Multivariate Distributions (Wiley, 1972) there have been substantial developments in multivariate distribution theory especially in the area of non-normal symmetric multivariate distributions. The book by Fang, Kotz and Ng summarizes these developments in a manner which is accessible to a reader with only limited background (advanced real-analysis calculus, linear algebra and elementary matrix calculus). Many of the results in this field are due to Kai-Tai Fang and his associates and appeared in Chinese publications only.
A thorough literature search was conducted and the book represents the latest work - as of 1988 - in this rapidly developing field of multivariate distributions. The authors are experts in statistical distribution theory.
Table of Contents
Preface, 1: Preliminaries, 2: Spherically and elliptically symmetric distributions, 3: Some subclasses of elliptical distributions, 4: Characterizations, 5: Multivariate ?1-norm symmetric distributions, 6: Multivariate Liouville distributions, 7: ?-Symmetric distributions, References, Index
by "Nielsen BookData"