Multivariate T-Distributions and Their Applications
Samuel Kotz, Saralees Nadarajah
excellent comprehensive monograph on multivariate t distributions, with numerous references. this is the only book focusing exclusively on this topic that i'm aware of.
similar in quality and depth to the "discrete/continuous univariate/multivariate distributions" series by Samuel Kotz, N. Balakrishnan, and Norman L. Johnson.
Ссылка удалена правообладателем
----
The book removed at the request of the copyright holder.
