Elliptically Contoured Models in Statistics

Name: Elliptically Contoured Models in Statistics
Brand: Springer Netherlands
SKU: 9789401047197
Price: 424.46 PLN
Availability: InStock

Autor: Arjun K. Gupta, Tamas Varga

Język:

Oprawa: Miękka

Wydawca: Springer Netherlands

Dostępność: Dostępna u dostawcy

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

Informacje o książce

Autor

Arjun K. Gupta, Tamas Varga

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2012

strony

327

EAN

9789401047197

ISBN

9401047197

Enbook ID

02190976

Wydawca

Springer Netherlands

Waga

543

Wymiary

160 x 240 x 18

Pełny opis

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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