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. These...
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| Format: | Electronic eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
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| Series: | SpringerBriefs in Statistics,
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| Online Access: | Full Text via HEAL-Link |
