What is a good book that covers mixed distributions?

Most statistics books either only briefly mention them or do not cover the topic at all.

I'd like to have a comprehensive resource covering issues of joint distributions with both discrete and continuous variables, conditional and marginal distributions in the mixed case, etc.

  • $\begingroup$ Check out a related question here: stats.stackexchange.com/q/8570/2660. All of the books listed discuss joint distributions. $\endgroup$ – Phillip Cloud Apr 7 '11 at 17:12
  • $\begingroup$ Interesting, I'll certainly look into the list. Thanks! $\endgroup$ – mahonya Apr 13 '11 at 13:38
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    $\begingroup$ Any application in mind? $\endgroup$ – chl Jun 21 '11 at 20:48

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