Elliptically Contoured Models In Statistics

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Elliptically Contoured Models In Statistics And Portfolio Theory
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Author : Arjun K. Gupta
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-09-07
Elliptically Contoured Models In Statistics And Portfolio Theory written by Arjun K. Gupta and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-07 with Mathematics categories.
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.
Elliptically Contoured Models In Statistics
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Author : Arjun K Gupta
language : en
Publisher:
Release Date : 1993-01-31
Elliptically Contoured Models In Statistics written by Arjun K Gupta and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-01-31 with categories.
Elliptically Contoured Models In Statistics
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Author : Arjun K. Gupta
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Elliptically Contoured Models In Statistics written by Arjun K. Gupta and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. Fang, Kotz, and Ng presented a systematic study of multivariate elliptical distributions, however, they did not discuss the matrix variate case. Recently Fang and Zhang have summarized the results of generalized multivariate analysis which include vector as well as the matrix variate distributions. On the other hand, Fang and Anderson collected research papers on matrix variate elliptical distributions, many of them published for the first time in English. They published very rich material on the topic, but the results are given in paper form which does not provide a unified treatment of the theory. Therefore, it seemed appropriate to collect the most important results on the theory of matrix variate elliptically contoured distributions available in the literature and organize them in a unified manner that can serve as an introduction to the subject. The book will be useful for researchers, teachers, and graduate students in statistics and related fields whose interests involve multivariate statistical analysis. Parts of this book were presented by Arjun K Gupta as a one semester course at Bowling Green State University. Some new results have also been included which generalize the results in Fang and Zhang. Knowledge of matrix algebra and statistics at the level of Anderson is assumed. However, Chapter 1 summarizes some results of matrix algebra.
Statistical Inference For Models With Multivariate T Distributed Errors
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Author : A. K. Md. Ehsanes Saleh
language : en
Publisher: John Wiley & Sons
Release Date : 2014-10-01
Statistical Inference For Models With Multivariate T Distributed Errors written by A. K. Md. Ehsanes Saleh and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-10-01 with Mathematics categories.
This book summarizes the results of various models under normal theory with a brief review of the literature. Statistical Inference for Models with Multivariate t-Distributed Errors: Includes a wide array of applications for the analysis of multivariate observations Emphasizes the development of linear statistical models with applications to engineering, the physical sciences, and mathematics Contains an up-to-date bibliography featuring the latest trends and advances in the field to provide a collective source for research on the topic Addresses linear regression models with non-normal errors with practical real-world examples Uniquely addresses regression models in Student's t-distributed errors and t-models Supplemented with an Instructor's Solutions Manual, which is available via written request by the Publisher
Multidimensional Statistical Analysis And Theory Of Random Matrices
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Author : A. K. Gupta
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2019-01-14
Multidimensional Statistical Analysis And Theory Of Random Matrices written by A. K. Gupta and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-14 with Mathematics categories.
No detailed description available for "Multidimensional Statistical Analysis and Theory of Random Matrices".
Statistical Models For Data Analysis
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Author : Paolo Giudici
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-07-01
Statistical Models For Data Analysis written by Paolo Giudici and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-07-01 with Mathematics categories.
The papers in this book cover issues related to the development of novel statistical models for the analysis of data. They offer solutions for relevant problems in statistical data analysis and contain the explicit derivation of the proposed models as well as their implementation. The book assembles the selected and refereed proceedings of the biannual conference of the Italian Classification and Data Analysis Group (CLADAG), a section of the Italian Statistical Society.
Skew Normal Model Theories And Their Applications
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Author : Rendao Ye
language : en
Publisher: CRC Press
Release Date : 2024-11-08
Skew Normal Model Theories And Their Applications written by Rendao Ye and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-11-08 with Mathematics categories.
The book focuses on several skew-normal mixed effects models, and systematically explores statistical inference theories, methods, and applications of parameters of interest. This book is of academic value as it helps to establish a series of statistical inference theories and methods for skew-normal mixed effects models. On the applications side, it provides efficient methods and tools for practical data analysis in various fields including economics, finance, biology and medical science.
Credit Risk
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Author : Georg Bol
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Credit Risk written by Georg Bol and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk.
Model Based Clustering And Classification For Data Science
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Author : Charles Bouveyron
language : en
Publisher: Cambridge University Press
Release Date : 2019-07-25
Model Based Clustering And Classification For Data Science written by Charles Bouveyron and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-25 with Business & Economics categories.
Colorful example-rich introduction to the state-of-the-art for students in data science, as well as researchers and practitioners.
Growth Curve Models And Statistical Diagnostics
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Author : Jian-Xin Pan
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-11-06
Growth Curve Models And Statistical Diagnostics written by Jian-Xin Pan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-06 with Mathematics categories.
Growth-curve models are generalized multivariate analysis-of-variance models. These models are especially useful for investigating growth problems on short times in economics, biology, medical research, and epidemiology. This book systematically introduces the theory of the GCM with particular emphasis on their multivariate statistical diagnostics, which are based mainly on recent developments made by the authors and their collaborators. The authors provide complete proofs of theorems as well as practical data sets and MATLAB code.