Elliptically Contoured Models in Statistics and Portfolio Theory

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Gupta, Arjun K. (Autor), Varga, Tamas (Autor), Bodnar, Taras (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2013.
Edición:2nd ed. 2013.
Temas:
Statistics .
Statistical Theory and Methods.
Statistics in Business, Management, Economics, Finance, Insurance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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