000			03199nam a22004455i 4500
001			978-1-4614-8154-6
003			DE-He213
005			20180115171530.0
007			cr nn 008mamaa
008			130907s2013 xxu| s |||| 0|eng d
020			_a9781461481546 _9978-1-4614-8154-6
024	7		_a10.1007/978-1-4614-8154-6 _2doi
050		4	_aQA276-280
072		7	_aPBT _2bicssc
072		7	_aMAT029000 _2bisacsh
082	0	4	_a519.5 _223
100	1		_aGupta, Arjun K. _eauthor.
245	1	0	_aElliptically Contoured Models in Statistics and Portfolio Theory _h[electronic resource] / _cby Arjun K. Gupta, Tamas Varga, Taras Bodnar.
250			_a2nd ed. 2013.
264		1	_aNew York, NY : _bSpringer New York : _bImprint: Springer, _c2013.
300			_aXX, 321 p. 7 illus. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
505	0		_aPreliminaries -- 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			_aElliptically 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	_aStatistics.
650	1	4	_aStatistics.
650	2	4	_aStatistical Theory and Methods.
650	2	4	_aStatistics for Business/Economics/Mathematical Finance/Insurance.
700	1		_aVarga, Tamas. _eauthor.
700	1		_aBodnar, Taras. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9781461481539
856	4	0	_uhttp://dx.doi.org/10.1007/978-1-4614-8154-6
912			_aZDB-2-SMA
999			_c370787 _d370787