عنوان
پدید آورنده
موضوع
رده
QA 273.6 .G87
QA
273
.
6
.
G87
کتابخانه
محل استقرار
Elliptically contoured models in statistics and portfolio theory
New York
springer
2013
xx, 321 pages : illustrations
Earlier edition: Dordrecht ; Boston : Kluwer Academic, 1993
Includes bibliographical references )pages 303-311( and indexes
Arjun K. Gupta, Tamas Varga, Taras Bodnar
1
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 -- Application in Portfolio Theory -- Skew Elliptically Contoured Distributions
، Distribution )Probability theory(
، Multivariate analysis
Mathematical models ، Portfolio management
، Distribution )Probability theory(
، Multivariate analysis
Mathematical models ، Portfolio management
QA
273
.
6
.
G87
8391-
Gupta, A. K. )Arjun K.(
AU
AU Varga, T.)Tamas( author 1960-
AU Bodnar, Taras author
TI
