MARC details
| 000 -LEADER |
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| fixed length control field |
03199nam a22004455i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-1-4614-8154-6 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20180115171530.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
130907s2013 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781461481546 |
| -- |
978-1-4614-8154-6 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/978-1-4614-8154-6 |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA276-280 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
PBT |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
MAT029000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.5 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Gupta, Arjun K. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Elliptically Contoured Models in Statistics and Portfolio Theory |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
by Arjun K. Gupta, Tamas Varga, Taras Bodnar. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd ed. 2013. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York, NY : |
| Name of producer, publisher, distributor, manufacturer |
Springer New York : |
| -- |
Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2013. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XX, 321 p. 7 illus. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Statistics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Statistics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Statistical Theory and Methods. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Varga, Tamas. |
| Relator term |
author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bodnar, Taras. |
| Relator term |
author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9781461481539 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="http://dx.doi.org/10.1007/978-1-4614-8154-6">http://dx.doi.org/10.1007/978-1-4614-8154-6</a> |
| 912 ## - |
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| -- |
ZDB-2-SMA |