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Elliptically Contoured Models in Statistics - Tamas Varga, Arjun K. Gupta
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Elliptically Contoured Models in Statistics - edition reliée, livre de poche

1993, ISBN: 9780792321156

Gebunden, 344 Seiten, 241mm x 160mm x 24mm, Sprache(n): eng In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most … Plus…

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Elliptically Contoured Models in Statistics - nouveau livre

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[ED: Buch], [PU: Springer Netherlands], Neuware - In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most of the wor… Plus…

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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 t… Plus…

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Varga, Tamas; Gupta, Arjun K.:
Elliptically Contoured Models in Statistics - edition reliée, livre de poche

1993, ISBN: 0792321154

1993 Gebundene Ausgabe Elektrotechnik, Statistik, Statistik / Wirtschaftsstatistik, Wirtschaftsstatistik, Algebra, Wahrscheinlichkeitsrechnung und Statistik, Algebra; Matrices; Matrix; … Plus…

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Arjun K. Gupta, Tamas Varga:
Elliptically Contoured Models in Statistics (Mathematics and Its Applications, 240) - edition reliée, livre de poche

1993, ISBN: 0792321154

[EAN: 9780792321156], Neubuch, [PU: Springer], Clean and crisp and new!, Books

NEW BOOK. Frais d'envoi EUR 36.01 Welcome Back Books, Toledo, OH, U.S.A. [64434632] [Rating: 4 (von 5)]

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Elliptically Contoured Models in Statistics

This volume presents the first detailed introduction to the theory of matrix variate elliptically contoured distributions. The book comprises eight chapters and an up-to-date bibliography. Chapter 1 summarizes some results of matrix algebra. Chapter 2 deals with the basic properties of matrix variate elliptically contoured distributions, such as the probability density function and expected values. It also presents one of the most important tools of the theory of elliptical distributions, the stochastic representation. The probability density function and expected values are investigated in detail in Chapter 3. Chapter 4 focuses on elliptically contoured distributions that can be represented as mixtures of normal distributions. The distributions of functions of random matrices with elliptically contoured distributions are discussed in Chapter 5, with special attention being paid to quadratic forms. Characterization results are given in Chapter 6. Chapters 7-9 are devoted to statistical inference. For researchers and graduate students in statistics and related fields whose interests involve multivariate statistical analysis.

Informations détaillées sur le livre - Elliptically Contoured Models in Statistics


EAN (ISBN-13): 9780792321156
ISBN (ISBN-10): 0792321154
Version reliée
Date de parution: 2007
Editeur: Springer
340 Pages
Poids: 0,672 kg
Langue: eng/Englisch

Livre dans la base de données depuis 2007-11-12T17:29:10+01:00 (Paris)
Page de détail modifiée en dernier sur 2024-02-11T12:02:36+01:00 (Paris)
ISBN/EAN: 9780792321156

ISBN - Autres types d'écriture:
0-7923-2115-4, 978-0-7923-2115-6
Autres types d'écriture et termes associés:
Auteur du livre: gupta, tamas varga, tamás varga
Titre du livre: models, all statistics, mathematics statistics


Données de l'éditeur

Auteur: Arjun K. Gupta; Tamas Varga
Titre: Mathematics and Its Applications; Elliptically Contoured Models in Statistics
Editeur: Springer; Springer Netherland
327 Pages
Date de parution: 1993-01-31
Dordrecht; NL
Langue: Anglais
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
Available
X, 327 p.

BB; Hardcover, Softcover / Mathematik/Arithmetik, Algebra; Algebra; Verstehen; algebra; matrices; matrix; normal distribution; probability; quadratic form; statistical analysis; statistical inference; statistics; Algebra; Probability Theory; Statistics in Business, Management, Economics, Finance, Insurance; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BC

1. Preliminaries.- 1.1 Introduction and Literature Review.- 1.2 Notations.- 1.3 Some Results from Matrix Algebra.- 1.4 A Functional Equation.- 2. Basic Properties.- 2.1 Definition.- 2.2 Probability Density Function.- 2.3 Marginal Distributions.- 2.4 Expected Value and Covariance.- 2.5 Stochastic Representation.- 2.6 Conditional Distributions.- 2.7 Examples.- 3. Probability Density Function and Expectedvalues.- 3.1 Probability Density Function.- 3.2 More on Expected Values.- 4. Mixture of Normal Distributions.- 4.1 Mixture by Distribution Functions.- 4.2 Mixture by Weighting Functions.- 5. Quadratic Forms and other Functions of Elliptically Contoured Matrices.- 5.1 Cochran’ s Theorem.- 5.2 Rank of Quadratic Forms.- 5.3 Distribution of Invariant Matrix Variate Functions.- 6. Characterization Results.- 6.1 Characterizations Based on Invariance.- 6.2 Characterizations of Normality.- 7. Estimation.- 7.1 Maximum Likelihood Estimators of the Parameters.- 7.2 Properties of the Estimators.- 8. Hypothesis Testing.- 8.1 General Results.- 8.2 Two Models.- 8.3 Testing Criteria.- 9. Linear Models.- 9.1 Estimation of the Parameters in the Multivariate Linear Regression Model.- 9.2 Hypothesis Testing in the Multivariate Linear Regression Model.- 9.3 Inference in the Random Effects Model.- References.- Author Index.

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