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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| Hlavní autoři: | , , |
|---|---|
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
New York, NY :
Springer New York
2013.
Cham : Springer Nature |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Elliptically Contoured Models in Statistics and Portfolio Theory, Texte imprimé, 9781461481539 • Elliptically Contoured Models in Statistics and Portfolio Theory, Texte imprimé, 9781461481553 • Elliptically Contoured Models in Statistics and Portfolio Theory, Texte imprimé, 9781493953288 |
Obsah:
- 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.