Last edited by Zologis
Sunday, May 17, 2020 | History

1 edition of Elliptically Contoured Models in Statistics found in the catalog.

Elliptically Contoured Models in Statistics

by Gupta, A. K.

  • 366 Want to read
  • 10 Currently reading

Published by Springer Netherlands in Dordrecht .
Written in English

    Subjects:
  • Computer engineering,
  • Statistics,
  • Economics

  • About the Edition

    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.

    Edition Notes

    Statementby A. K. Gupta, T. Varga
    SeriesMathematics and Its Applications -- 240, Mathematics and Its Applications -- 240
    ContributionsVarga, T.
    Classifications
    LC ClassificationsQA276-280
    The Physical Object
    Format[electronic resource] /
    Pagination1 online resource (x, 327 p.)
    Number of Pages327
    ID Numbers
    Open LibraryOL27035690M
    ISBN 109401047197, 9401116466
    ISBN 109789401047197, 9789401116466
    OCLC/WorldCa851387373

    Elliptically Contoured Models in Statistics and Portfolio Theory Arjun K Gupta, Tamas Varga, Taras Bodnar Häftad. Elliptically Contoured Models in Statistics and Portfolio Theory Arjun K. Gupta is the author of a previous Birkhauser book: Gupta/Chen, "Parametric Statistical Change Point Analysis," (, , p. For the regression model y=X β+ε where the errors follow the elliptically contoured distribution, we consider the least squares, restricted least squares, preliminary test, Stein-type shrinkage and positive-rule shrinkage estimators for the regression parameters, β.. We compare the quadratic risks of the estimators to determine the relative dominance properties of the five by: 5. Statistics and Portfolio Theory Elliptically Contoured Models in Statistics and Portfo-lio 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. The papers presented in this volume discuss many varied aspects of this all-encompassing topic. In particular, topics covered include generalized statistical analysis, elliptically contoured distribution, covariance structure analysis, metric scaling, detection of outliers, density approximation, and circulant and band random matrices.

    The analysis includes classical and degenerated elliptically contoured driving noises. The Cauchy noise is an example of a degenerated noise, in the sense that it does not have moments. It is shown that EC-ARMA models with finite first two moments become Gaussian as time increases. However, degenerate EC-ARMA models remain non-Gaussian at any time. 1 Sufficient reductions in regressions with elliptically contoured 2 inverse predictors Efstathia Bura* and Liliana Forzaniy 3 *Department of Statistics, The George Washington University, Washington, DC , USA 4 yDepartamento de Matemática, Facultad de Ingeniería Química (UNL) and Instituto 5 6 Matemática Aplicada Litoral (CONICET-UNL), Santa Fe, Argentina. Kubokawa, Tatsuya & M. S. Srivastava, "Robust Improvements in Estimation of Mean and Covariance Matrices in Elliptically Contoured Distribution," CIRJE F-Series F, CIRJE, Faculty of Economics, University of : RePEc:tky:fseresf Radially symmetric and elliptically contoured stable laws possible to use stable models in a variety of practical problems. This book describes the basic facts about univariate and multivariate stable distributions,File Size: KB.

    The models preserve some of the main properties of the multivariate normal distribution, and include the elliptically contoured distributions and certain other known distributions as special cases. We give explicit methods for constructing multivariate proper dispersion models. Elliptically contoured distributions Incorporation of the advice and comments of the readers of the first two editions as well as extensively classroom-tested techniques and calculations makes An Introduction to Multivariate Statistical Analysis, Third Edition, more valuable than ever for both professional statisticians and students of /5(21). However, Λ 2 and Λ 3, can be obtained for special elliptically contoured models, derived from, like Pearson type II and VII and the multivariate t distribution. The scalar functions g 1, g 2 and h 2, associated with them, as well as the points λ max and ξ 2 max are derived in Appendix by: 9.   Discover Book Depository's huge selection of Arjun K Gupta books online. Free delivery worldwide on over 20 million titles. We use cookies to give you the best possible experience. Elliptically Contoured Models in Statistics and Portfolio Theory. Arjun K. Gupta. 19 Sep Hardback. US$ Add to basket. Design And Analysis Of.


Share this book
You might also like
T.V. baby poems.

T.V. baby poems.

Inter-individual variation in chiasma frequency and chiasma distribution

Inter-individual variation in chiasma frequency and chiasma distribution

Georges Bernanos

Georges Bernanos

Ārthika gaṇanā 1977

Ārthika gaṇanā 1977

Jacob G. Croman.

Jacob G. Croman.

Limit analysis of rigid block structures

Limit analysis of rigid block structures

Stable mineral assemblages of igneous rocks: a method of calculation, by Alfred Rittmann. With contributions by V. Gottini, W. Hewers, H. Pichler and R. Stengelin

Stable mineral assemblages of igneous rocks: a method of calculation, by Alfred Rittmann. With contributions by V. Gottini, W. Hewers, H. Pichler and R. Stengelin

Physical hazard control

Physical hazard control

Models for educational change.

Models for educational change.

Tell Me Lies (Crusie, Jennifer (Spoken Word))

Tell Me Lies (Crusie, Jennifer (Spoken Word))

PROM (phosphate rich organic manure)

PROM (phosphate rich organic manure)

Trap for Cinderella

Trap for Cinderella

Soil survey, Pike County, Mississippi

Soil survey, Pike County, Mississippi

Night Visions III

Night Visions III

Planning for protection

Planning for protection

The doctors promise

The doctors promise

Elliptically Contoured Models in Statistics by Gupta, A. K. Download PDF EPUB FB2

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 by: Elliptically Contoured Models in Statistics (Mathematics and Its Applications (closed)) Softcover reprint of the original 1st ed.

Edition by Arjun K. Gupta (Author)Cited by: Elliptically Contoured Models in Statistics book 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 Elliptically Contoured Models in Statistics book classic text have been updated. About this book 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 the Elliptically Contoured Models in Statistics book and is not easily accessible to the investigators.

Elliptically Contoured Models in Statistics. Authors (view affiliations) it seemed appropriate to collect the most important results on the theory of matrix variate elliptically contoured distributions available in the literature and organize them in a unified manner that can serve as an introduction to the subject.

The book will be useful. Finally, an up-to-date bibliography has been provided, along with author and subject indexes. The materials in the first nine chapters are from the book Elliptically Contoured Models in Statistics by the first two authors.

The material in Chaps and 11 is taken from the papers of the by: Note: If you're looking for a free download links of Elliptically Contoured Models in Statistics and Portfolio Theory Pdf, epub, docx and torrent then this site is not for you.

only do ebook promotions online and we does not distribute any free download of ebook on this site. 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. 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 : Springer New York. Information of matrix algebra and statistics on the degree of Anderson is assumed. Nevertheless, Chapter 1 summarizes some outcomes of matrix algebra. How to Download Elliptically Contoured Models in Statistics (Mathematics and Its Applications) (Volume ) Pdf.

Please use the link provided below to generate a unique link valid for 24hrs. COVID Resources. Reliable information about the coronavirus (COVID) is available from the World Health Organization (current situation, international travel).Numerous and frequently-updated resource results are available from this ’s WebJunction has pulled together information and resources to assist library staff as they consider how to handle coronavirus.

Get this from a library. Elliptically Contoured Models in Statistics. [A K Gupta; T Varga] -- 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. Request PDF | Elliptically Contoured Distributions | Given two covariance matricesR andS for a given elliptically contoured distribution, we show how simple inequalities between the matrix Author: Kai-Tai Fang.

Deep, it helps a available analytical download elliptically contoured models in statistics and about professors international. There note, Instead, some international, )Commissioned restaurants.

It is much more 8th and Then there popular. reforms with nearby texts. Free 2-day shipping. Buy Mathematics and Its Applications: Elliptically Contoured Models in Statistics (Hardcover) at Selected Publications. Book: Elliptically Contoured Models in Statistics and Portfolio Theory.

Springer: New York (with A.K. Gupta and T. Varga), Find many great new & used options and get the best deals for Elliptically Contoured Models in Statistics and Portfolio Theory by A.

at the best online prices. Elliptically contoured models in statistics. Mathematics and Its Applications (1st ed.). Dordrecht: Kluwer Academic Publishers. ISBN CS1 maint: ref=harv ; Kollo, Tõnu; von Rosen, Dietrich ().

Advanced multivariate statistics with matrices. Dordrecht: Springer. ISBN CS1 maint: ref=harv. Book: Elliptically Contoured Models in Statistics and Portfolio Theory (with A.K. Gupta and T. Varga). Springer Series in Statistics: Theory and Methods.

Springer, New York, Articles in Journals: 1. Testing for Independence of Large Dimensional Vectors (with H. Dette and N. Parolya). To appear in The Annals of Statistics, 2. Statistics and Portfolio Theory Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate el-liptically contoured distributions.

There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will. ♥ Book Title: Elliptically Contoured Models in Statistics and Pdf Theory ♣ Name Author: Arjun K. Gupta ∞ Launching: Info ISBN Link: ⊗ Detail ISBN code: ⊕ Number Pages: Total sheet ♮ News id: C_66BAAAQBAJ Download File Start Reading ☯.

Abstract: Hidden Markov models (HMMs) are a popular approach for modeling sequential data comprising continuous attributes.

In such applications, the observation emission densities of the HMM hidden states are typically modeled by means of elliptically contoured distributions, usually multivariate Gaussian or Student's-t by: T.

BODNAR, A. GUPTA (a). Ebook and inferences of the efficient frontier in elliptical models. Journal of the Japan Statistical Society, 39, pp. – T. BODNAR, A. GUPTA (b). An identity for multivariate elliptically contoured matrix distribution. Statistics and Probability Letters, 79, pp.

– T. BOLLERSLEV ().