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Elliptically Contoured Models in Statistics

Name: Elliptically Contoured Models in Statistics
Brand: Springer Netherlands
SKU: 9789401047197
Price: 99.98 EUR
Availability: InStock

Autor: Arjun K. Gupta, Tamas Varga

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer Netherlands

Dostupnosť: Skladom u dodávateľa

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99.98 €

This volume presents the first detailed introduction to the theory of matrix variate elliptically co...

Informácie o knihe

Autor

Arjun K. Gupta, Tamas Varga

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2012

Stránok

327

EAN

9789401047197

ISBN

9401047197

Enbook ID

02190976

Vydavateľ

Springer Netherlands

Hmotnosť

543

Rozmery

160 x 240 x 18

Kompletný popis

This volume presents the first detailed introduction to the theory of matrix variate elliptically contoured distributions.§The book comprises eight chapters and an up-to-date bibliography. Chapter 1 summarizes some results of matrix algebra. Chapter 2 deals with the basic properties of matrix variate elliptically contoured distributions, such as the probability density function and expected values. It also presents one of the most important tools of the theory of elliptical distributions, the stochastic representation. The probability density function and expected values are investigated in detail in Chapter 3. Chapter 4 focuses on elliptically contoured distributions that can be represented as mixtures of normal distributions. The distributions of functions of random matrices with elliptically contoured distributions are discussed in Chapter 5, with special attention being paid to quadratic forms. Characterization results are given in Chapter 6. Chapters 7-9 are devoted to statistical inference.§For researchers and graduate students in statistics and related fields whose interests involve multivariate statistical analysis. §

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