This fully revised, new edition of this classic text presents a comprehensive overview of elliptical contoured models and their applications to statistics. It provides a real-life case example of financial modeling from the Dow-Jones Stock Index.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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.
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Etat : New. N° de réf. du vendeur ABLIING23Mar2716030186766
Quantité disponible : Plus de 20 disponibles
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Etat : New. In. N° de réf. du vendeur ria9781493953288_new
Quantité disponible : Plus de 20 disponibles
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 344 pp. Englisch. N° de réf. du vendeur 9781493953288
Quantité disponible : 2 disponible(s)
Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. pp. 341 Softcover reprint of the original 2nd ed. 2013 edition NO-PA16APR2015-KAP. N° de réf. du vendeur 26378360666
Quantité disponible : 4 disponible(s)
Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur ed20c59e7c76634ae7e08c7cc933deb1
Quantité disponible : Plus de 20 disponibles
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. Print on Demand pp. 341. N° de réf. du vendeur 385543301
Quantité disponible : 4 disponible(s)
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
Paperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. N° de réf. du vendeur C9781493953288
Quantité disponible : Plus de 20 disponibles
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Etat : New. PRINT ON DEMAND pp. 341. N° de réf. du vendeur 18378360656
Quantité disponible : 4 disponible(s)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Paperback. Etat : Brand New. 2nd reprint edition. 341 pages. 9.25x6.10x0.78 inches. In Stock. N° de réf. du vendeur x-1493953281
Quantité disponible : 2 disponible(s)
Vendeur : moluna, Greven, Allemagne
Etat : New. N° de réf. du vendeur 385697096
Quantité disponible : Plus de 20 disponibles