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1993, ISBN: 0792321154
ID: 11220951449
[EAN: 9780792321156], Neubuch, [PU: Kluwer Academic Publishers, United States], Mathematics|Probability & Statistics, Mathematics|Probability & Statistics|General, Language: English Brand New Book ***** Print on Demand *****. 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 world and is not easily accessible to the investigators. Fang, Kotz, and Ng presented a systematic study of multivariate elliptical distributions, however, they did not discuss the matrix variate case. Recently Fang and Zhang have summarized the results of generalized multivariate analysis which include vector as well as the matrix variate distributions. On the other hand, Fang and Anderson collected research papers on matrix variate elliptical distributions, many of them published for the first time in English. They published very rich material on the topic, but the results are given in paper form which does not provide a unified treatment of the theory. Therefore, 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 for researchers, teachers, and graduate students in statistics and related fields whose interests involve multivariate statistical analysis. Parts of this book were presented by Arjun K Gupta as a one semester course at Bowling Green State University. Some new results have also been included which generalize the results in Fang and Zhang. Knowledge of matrix algebra and statistics at the level of Anderson is assumed. However, Chapter 1 summarizes some results of matrix algebra.
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ISBN: 9780792321156
[ED: Hardcover], [PU: Springer Netherlands], 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 world and is not easily accessible to the investigators. Fang, Kotz, and Ng presented a systematic study of multivariate elliptical distributions, however, they did not discuss the matrix variate case. Recently Fang and Zhang have summarized the results of generalized multivariate analysis which include vector as well as the matrix variate distributions. On the other hand, Fang and Anderson collected research papers on matrix variate elliptical distributions, many of them published for the first time in English. They published very rich material on the topic, but the results are given in paper form which does not provide a unified treatment of the theory. Therefore, 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 for researchers, teachers, and graduate students in statistics and related fields whose interests involve multivariate statistical analysis. Parts of this book were presented by Arjun K Gupta as a one semester course at Bowling Green State University. Some new results have also been included which generalize the results in Fang and Zhang. Knowledge of matrix algebra and statistics at the level of Anderson is assumed. However, Chapter 1 summarizes some results of matrix algebra. x, 327 S. X, 327 p. 235 mm Versandfertig in 3-5 Tagen, [SC: 0.00], Neuware, gewerbliches Angebot
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ISBN: 9780792321156
ID: 978079232115
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. Arjun K. Gupta, Tamas Varga, Books, Science and Nature, Elliptically Contoured Models in Statistics Books>Science and Nature, Springer Netherlands
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ISBN: 9780792321156
ID: 9780792321156
Mathematics; Algebra; Probability Theory and Stochastic Processes; Statistics for Business/Economics/Mathematical Finance/Insurance algebra, matrices, matrix, normal distribution, probability, quadratic form, statistical analysis, statistical inference, statistics Books Book, Springer Science+Business Media
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Title: | Elliptically Contoured Models in Statistics |
ISBN: | 0792321154 |
Details of the book - Elliptically Contoured Models in Statistics
EAN (ISBN-13): 9780792321156
ISBN (ISBN-10): 0792321154
Hardcover
Publishing year: 2007
Publisher: Springer-Verlag GmbH
340 Pages
Weight: 0,672 kg
Language: eng/Englisch
Book in our database since 12.11.2007 17:29:10
Book found last time on 19.01.2017 10:21:00
ISBN/EAN: 0792321154
ISBN - alternate spelling:
0-7923-2115-4, 978-0-7923-2115-6
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