Items related to Elliptically Contoured Models in Statistics and Portfolio...

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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Publisher
Springer
Publication date
2013
Language
English
ISBN 10 
1461481554
ISBN 13 
9781461481553
Binding
Paperback