Elliptically Contoured Models in Statistics and Portfolio Theory

Language: English

Published by Springer New York Sep 2013, 2013

1461481538 / 9781461481539

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 344 pp. Englisch.…

Seller Inventory # 9781461481539

Title
Elliptically Contoured Models in Statistics and Portfolio Theory
Author
Arjun K. Gupta
Publisher
Springer New York Sep 2013
Publication year
2013
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1461481538
ISBN 13
9781461481539
Edition
2nd Edition
Item weight
682 grams
Dimensions
241x160x24 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

Germany