標(biāo)題: Titlebook: Elliptically Contoured Models in Statistics and Portfolio Theory; Arjun K. Gupta,Tamas Varga,Taras Bodnar Book 2013Latest edition Springer [打印本頁(yè)] 作者: 我贊成 時(shí)間: 2025-3-21 20:09
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書目名稱Elliptically Contoured Models in Statistics and Portfolio Theory讀者反饋
書目名稱Elliptically Contoured Models in Statistics and Portfolio Theory讀者反饋學(xué)科排名
作者: 傳授知識(shí) 時(shí)間: 2025-3-21 22:54 作者: Hyaluronic-Acid 時(shí)間: 2025-3-22 04:19
Elliptically Contoured Models in Statistics and Portfolio Theory作者: 能量守恒 時(shí)間: 2025-3-22 04:44
Elliptically Contoured Models in Statistics and Portfolio Theory978-1-4614-8154-6作者: CORE 時(shí)間: 2025-3-22 10:00 作者: cinder 時(shí)間: 2025-3-22 13:23 作者: cinder 時(shí)間: 2025-3-22 18:53 作者: manifestation 時(shí)間: 2025-3-22 21:19
Basic Propertiestically contoured distributions, such as the stochasticrepresentation, the conditional and marginal distributions. Finally, several families of matrix variate elliptically contoured distributions are introduced.作者: TIA742 時(shí)間: 2025-3-23 04:54
Application in Portfolio Theoryier. Furthermore, an exact test for the weights of the global minimum variance portfolio is presented as well as the inferences for Markowitz’s efficient frontier are provided. Finally, an unbiased estimator of the efficient frontier is derived and an overall-F-test is suggested.作者: 厚顏 時(shí)間: 2025-3-23 08:22
Skew Elliptically Contoured Distributionss, etc. In this chapter, we deal with matrix variate closed skew normal distributions. Their distributional properties are presented and the extension to matrix variate closed skew elliptically contoured distributions is suggested.Finally, an application to portfolio theory is provided.作者: GNAW 時(shí)間: 2025-3-23 09:47
istics.The final chapter provides real-life case example of .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 ch作者: Obstruction 時(shí)間: 2025-3-23 14:58 作者: Infirm 時(shí)間: 2025-3-23 19:52 作者: Thrombolysis 時(shí)間: 2025-3-24 01:39 作者: 免費(fèi) 時(shí)間: 2025-3-24 04:11
Arjun K. Gupta,Tamas Varga,Taras BodnarFully revised new edition of this classic text.Presents comprehensive overview of elliptical contoured models and their applications to statistics.The final chapter provides real-life case example of 作者: osteocytes 時(shí)間: 2025-3-24 06:37
http://image.papertrans.cn/e/image/307812.jpg作者: CLAP 時(shí)間: 2025-3-24 11:14 作者: 必死 時(shí)間: 2025-3-24 18:21 作者: crescendo 時(shí)間: 2025-3-24 20:47 作者: Anticonvulsants 時(shí)間: 2025-3-25 00:16 作者: 的’ 時(shí)間: 2025-3-25 04:33 作者: Yourself 時(shí)間: 2025-3-25 08:02
Meals in the Early Christian Worldof a given phenomenon.For example, one emphasizes invariance under quadratic forms, another one uses a general latent structure to define distributions, etc. In this chapter, we deal with matrix variate closed skew normal distributions. Their distributional properties are presented and the extension作者: ordain 時(shí)間: 2025-3-25 15:05
https://doi.org/10.1007/978-1-4614-8154-6Distributions; Elliptical models; Matrix algebra; Multivariate statistical analysis; Quadratic forms; Sta作者: DENT 時(shí)間: 2025-3-25 16:20 作者: Infraction 時(shí)間: 2025-3-25 23:42
https://doi.org/10.1007/978-3-642-81350-4In this chapter, we study how results, similar to Cochran’s theorem can bederived for matrix variate elliptically contoured distributions. We also present several resultson ranks of quadratic forms as well as on distributions of invariant functions of random matrices.作者: 態(tài)度暖昧 時(shí)間: 2025-3-26 00:26
Ausgangssituation und Grundbegriffe,In this chapter, we characterize the parameters of matrix variate ellipticallycontoured distributions which are invariant under certain linear transformations. Further-more, it is shown that if matrix variate elliptically contoured distributions possess certain properties, they must be normal.作者: hypertension 時(shí)間: 2025-3-26 07:13 作者: 碎片 時(shí)間: 2025-3-26 09:19
,Ma?regeln zur Verhütung von Waldbr?nden,Before studying concrete hypotheses, we derive some general theorems. These results are based on Anderson, Fang, and Hsu (.) and Hsu (.).作者: delta-waves 時(shí)間: 2025-3-26 14:30 作者: 注意 時(shí)間: 2025-3-26 19:07
Quadratic Forms and Other Functions of Elliptically Contoured MatricesIn this chapter, we study how results, similar to Cochran’s theorem can bederived for matrix variate elliptically contoured distributions. We also present several resultson ranks of quadratic forms as well as on distributions of invariant functions of random matrices.作者: 友好關(guān)系 時(shí)間: 2025-3-26 21:46 作者: 桶去微染 時(shí)間: 2025-3-27 04:43 作者: nocturia 時(shí)間: 2025-3-27 05:49
Hypothesis TestingBefore studying concrete hypotheses, we derive some general theorems. These results are based on Anderson, Fang, and Hsu (.) and Hsu (.).作者: acetylcholine 時(shí)間: 2025-3-27 12:24 作者: 無(wú)效 時(shí)間: 2025-3-27 14:44
https://doi.org/10.1007/978-3-662-28439-1mal distributionsis defined in this chapter. Furthermore, we present another way to obtain the p.d.f. of a matrix variate elliptically contoured distribution from the density functions of matrix variate normal distributions. For this purpose, Laplace transform is used.作者: 激怒 時(shí)間: 2025-3-27 18:58 作者: adumbrate 時(shí)間: 2025-3-27 23:58
Mixtures of Normal Distributionsmal distributionsis defined in this chapter. Furthermore, we present another way to obtain the p.d.f. of a matrix variate elliptically contoured distribution from the density functions of matrix variate normal distributions. For this purpose, Laplace transform is used.作者: 未成熟 時(shí)間: 2025-3-28 03:11 作者: famine 時(shí)間: 2025-3-28 09:36
Preliminariesese distributions provedto be useful in statistical inference. For example, the Wishart distribution is essential when studying the sample covariance matrix in the multivariate normal theory. Random matricescan also be used to describe repeated measurements on multivariate variables. In this case,th作者: 小溪 時(shí)間: 2025-3-28 12:16
Basic Propertiesand Sutradhar and Ali(1989). We use the definition given in Gupta and Varga (1994b). Moreover, we present somebasic properties of matrix variate elliptically contoured distributions, such as the stochasticrepresentation, the conditional and marginal distributions. Finally, several families of matrix作者: 雇傭兵 時(shí)間: 2025-3-28 15:08 作者: 反叛者 時(shí)間: 2025-3-28 21:48
Linear Modelsstributed errors. The distribution of the maximum likelihood estimator is derived as well as the test theory forthe model parameters is developed. The inference procedures for the random effectsmodel under matrix variate elliptically contoured distributions are presented as well.作者: panorama 時(shí)間: 2025-3-29 00:31 作者: intercede 時(shí)間: 2025-3-29 03:27
Skew Elliptically Contoured Distributionsof a given phenomenon.For example, one emphasizes invariance under quadratic forms, another one uses a general latent structure to define distributions, etc. In this chapter, we deal with matrix variate closed skew normal distributions. Their distributional properties are presented and the extension作者: –LOUS 時(shí)間: 2025-3-29 10:37 作者: Herbivorous 時(shí)間: 2025-3-29 14:27
Leading Complex Organizations,brings the reader to the domain of several theoretical frameworks of cognitive science, social psychology and sociology in an attempt to demystify concepts whose definitions are too often blurred. The four main themes are organizations, leadership, change and strategy. According to Hru?ka, organizat作者: 迫擊炮 時(shí)間: 2025-3-29 15:41
Book 2016thods courses, secondary methods courses, and preparation of future teacher educators. Respondents from various locations around the globe share their reflections on these sections. A culminating reflection of the findings of these studies is provided at the end of the book that provides an overview
