Elliptically Contoured Models in Statistics and Portfolio Theory - Tapa dura

Gupta

 
9781461481539: Elliptically Contoured Models in Statistics and Portfolio Theory
Tapa dura
ISBN 10: 1461481538 ISBN 13: 9781461481539
Editorial: Springer, 2013

Sinopsis

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.

​

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

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.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2013
Idioma
Inglés
ISBN 10 
1461481538
ISBN 13 
9781461481539
Encuadernación
Tapa dura
Número de edición
2
Número de páginas
344
Contacto del fabricante
Springer-Verlag GmbH
customerservice@springernature.com

Tiergartenstraße 17
Heidelberg
Baden-Württemberg
69121
Alemania

Otras ediciones populares con el mismo título

9781493953288: Elliptically Contoured Models in Statistics and Portfolio Theory

Edición Destacada

ISBN 10:  1493953281 ISBN 13:  9781493953288
Editorial: Springer, 2016
Tapa blanda