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Elliptically Contoured Models in Statistics and Portfolio Theory - Softcover

Gupta, Arjun K.; Varga, Tamas; Bodnar, Taras

 
9781461481553: Elliptically Contoured Models in Statistics and Portfolio Theory
Softcover
ISBN 10: 1461481554 ISBN 13: 9781461481553
Publisher: Springer, 2013

This specific ISBN edition is currently not available.

Synopsis

​​​​Preliminaries.- Basic Properties.- Probability Density Function and Expected Values.- Mixtures of Normal Distributions.- Quadratic Forms and other Functions of Elliptically Contoured Matrices.- Characterization Results.- Estimation.- Hypothesis Testing.- Linear Models.- Skew Elliptically Contoured Distributions.- Application in Portfolio Theory.- Author Index.- Subject Index.

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  • PublisherSpringer
  • Publication date2013
  • ISBN 10 1461481554
  • ISBN 13 9781461481553
  • BindingPaperback
  • LanguageEnglish

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Other Popular Editions of the Same Title

9781461481539: Elliptically Contoured Models in Statistics and Portfolio Theory

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ISBN 10:  1461481538 ISBN 13:  9781461481539
Publisher: Springer, 2013
Hardcover