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Elliptically Contoured Models in Statistics (Hardcover)

Author: Gupta, A. K.

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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. *Author: Gupta, A. K./ Varga, T./ Gupta, Arjun K. *Series Title: Mathematics and Its Applications *Series Number: 240 *Binding Type: Hardcover *Number of Pages: 340 *Publication Date: 1993/01/31 *Language: English *Dimensions: 9.21 x 6.14 x 0.88 inches


Publisher Springer
Mfg Part# 9780792321156
SKU 203958902
Format Hardcover
ISBN10 0792321154
Release Date 4/10/2007
Product Attributes
Book Format Hardcover
Number of Pages 0340
Publisher Springer
Series Part 240
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