Author of this section: Dr. Christof Luchsinger

MKB is a standard reference. J seems to be the only book that does not mainly require multivariate normal random variables.

• Multivariate Analysis by K.V. Mardia, J.T. Kent and J.M. Bibby (MKB), Academic Press London, 1979
• Aspects of multivariate statistical theory by R.J. Muirhead (M), John Wiley New York, 1982
• Multivariate Models and Dependence Concepts by H. Joe (J), Chapman and Hall London, 1997

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