Elliptically Contoured Models in Statistics and Portfolio Theory

Business & Finance, Economics, Statistics, Nonfiction, Science & Nature, Mathematics
Cover of the book Elliptically Contoured Models in Statistics and Portfolio Theory by Arjun K. Gupta, Tamas Varga, Taras Bodnar, Springer New York
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Arjun K. Gupta, Tamas Varga, Taras Bodnar ISBN: 9781461481546
Publisher: Springer New York Publication: September 7, 2013
Imprint: Springer Language: English
Author: Arjun K. Gupta, Tamas Varga, Taras Bodnar
ISBN: 9781461481546
Publisher: Springer New York
Publication: September 7, 2013
Imprint: Springer
Language: English

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 this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. ​In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature. The content is organized in a unified manner that can serve an a valuable introduction to the subject.

​ 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. ​In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature. The content is organized in a unified manner that can serve an a valuable introduction to the subject.

​ 

More books from Springer New York

Cover of the book A Practical Approach to Software Quality by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book China’s Road Ahead by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Third-Party Reproduction by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Handbook of Pain and Palliative Care by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book The Little Book of Stars by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Surgical Anatomy and Technique by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Treatment of Chronic Pain Conditions by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Global Perspectives on Service Science: Japan by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Dialect Accent Features for Establishing Speaker Identity by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Fodder Crops and Amenity Grasses by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Modulation of Protein Stability in Cancer Therapy by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Excel 2007 for Educational and Psychological Statistics by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Youth Gangs in International Perspective by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Religion and Men's Violence Against Women by Arjun K. Gupta, Tamas Varga, Taras Bodnar
Cover of the book Blast Mitigation by Arjun K. Gupta, Tamas Varga, Taras Bodnar
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy