Elliptically Contoured Models in Statistics

Name: Elliptically Contoured Models in Statistics
Brand: Springer Netherlands
SKU: 9789401047197
Price: 38542 HUF
Availability: InStock

Szerző: Arjun K. Gupta, Tamas Varga

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer Netherlands

Elérhetőség: Beszállítói készleten

Küldés 5-8 napon belül

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

Információk a könyvről

Szerző

Arjun K. Gupta, Tamas Varga

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2012

oldal

327

EAN

9789401047197

ISBN

9401047197

Enbook ID

02190976

Kiadó

Springer Netherlands

Súly

543

Méretek

160 x 240 x 18

Teljes leírás

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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