عنوان
پدید آورنده
موضوع
رده
QA 273.6 .G87
QA
273
.
6
.
G87
کتابخانه
محل استقرار
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Elliptically contoured models in statistics and portfolio theory
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York
Name of Publisher, Distributor, etc.
springer
Date of Publication, Distribution, etc.
2013
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xx, 321 pages : illustrations
GENERAL NOTES
Text of Note
Earlier edition: Dordrecht ; Boston : Kluwer Academic, 1993
Text of Note
Includes bibliographical references )pages 303-311( and indexes
NOTES PERTAINING TO TITLE AND STATEMENT OF RESPONSIBILITY
Text of Note
Arjun K. Gupta, Tamas Varga, Taras Bodnar
ORIGINAL VERSION NOTE
Text of Note
1
CONTENTS NOTE
Text of 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 -- Application in Portfolio Theory -- Skew Elliptically Contoured Distributions
TOPICAL NAME USED AS SUBJECT
Entry Element
، Distribution )Probability theory(
Entry Element
، Multivariate analysis
Entry Element
Mathematical models ، Portfolio management
Entry Element
، Distribution )Probability theory(
Entry Element
، Multivariate analysis
Entry Element
Mathematical models ، Portfolio management
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA
273
.
6
.
G87
PERSONAL NAME - PRIMARY RESPONSIBILITY
Dates
8391-
Entry Element
Gupta, A. K. )Arjun K.(
Relator Code
AU
AU Varga, T.)Tamas( author 1960-
AU Bodnar, Taras author
TI
