Elliptically Contoured Models in Statistics and Portfolio Theory - Couverture rigide

Gupta

 
9781461481539: Elliptically Contoured Models in Statistics and Portfolio Theory
Couverture rigide
ISBN 10 : 1461481538 ISBN 13 : 9781461481539
Editeur : Springer, 2013

Synopsis

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.

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Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Arjun Gupta is affiliated with the Department of Statistics at Bowling Green State University. Tamas Varga is a statistical researcher in Hungary. Taras Bodnar is affiliated with the Department of Statistics at Stiftung European University Viadrina.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2013
Langue
anglais
ISBN 10 
1461481538
ISBN 13 
9781461481539
Reliure
Relié
Numéro d'édition
2
Nombre de pages
344
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Autres éditions populaires du même titre

9781493953288: Elliptically Contoured Models in Statistics and Portfolio Theory

Edition présentée

ISBN 10 :  1493953281 ISBN 13 :  9781493953288
Editeur : Springer, 2016
Couverture souple