Elliptically Contoured Models in Statistics and Portfolio Theory

• Κύριοι συγγραφείς: Gupta, Arjun K. (Συγγραφέας), Varga, Tamas (Συγγραφέας), Bodnar, Taras (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2013.
• Έκδοση: 2nd ed. 2013.
• Θέματα: Statistics.; Statistical Theory and Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.

Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in t...

Πίνακας περιεχομένων:

• Preliminaries
• Basic Properties
• Probability Density Function and Expected Values
• Mixtures of Normal Distributions
• Quadratic Forms and other Functions of Elliptically Contoured Matrices
• Characterization Results
• Estimation
• Hypothesis Testing
• Linear Models
• Skew Elliptically Contoured Distributions
• Application in Portfolio Theory
• Author Index
• Subject Index.