Elliptically Contoured Models in Statistics

Name: Elliptically Contoured Models in Statistics
Brand: Springer Netherlands
SKU: 9780792321156
Price: 105.3 EUR
Availability: InStock

Автор: Arjun K. Gupta, Tamas Varga

Език:

Корици: С твърди корици

Издател: Springer Netherlands

Наличност: Външен склад

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105.30 € 205.95 лв

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

Информация за книгата

Автор

Arjun K. Gupta, Tamas Varga

Език

Английски език

Корици

Книга - С твърди корици

Издадена

1993

страници

327

EAN

9780792321156

ISBN

0792321154

Enbook ID

01393960

Издател

Springer Netherlands

Теглоt

662

Размери

160 x 240 x 20

Пълно описание

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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Elliptically Contoured Models in Statistics

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