Elliptically Contoured Models in Statistics and Portfolio Theory, Arjun K. Gupta; Tamas Varga; Taras Bodnar

Автор: Arjun K. Gupta; Tamas Varga; Taras Bodnar
Название: Elliptically Contoured Models in Statistics and Portfolio Theory
ISBN: 1493953281 ISBN-13(EAN): 9781493953288
Издательство: Springer
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Цена: 15372.00 р.
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Описание: This fully revised, new edition of this classic text presents a comprehensive overview of elliptical contoured models and their applications to statistics. It provides a real-life case example of financial modeling from the Dow-Jones Stock Index.

Автор: Arjun K. Gupta; Tamas Varga
Название: Elliptically Contoured Models in Statistics
ISBN: 0792321154 ISBN-13(EAN): 9780792321156
Издательство: Springer
Рейтинг:
Цена: 15372.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Detailed introduction to the theory of matrix variate eliptically contoured distributions. Topics covered in this text include the probability density function and expected values, the distributions of functions of random matrices with eliptically contoured distributions, and statistical inference.