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Elliptical distributions have also increased their popularity in finance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. A noteworthy function of this book is the collection of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in the journal-based literature.

Elliptically Contoured Models in Statistics and Portfolio Theory | Arjun K. Gupta | Springer

The content is organized in a unified manner that can serve an a valuable introduction to the subject. Tamas Varga is a statistical researcher in Hungary. It may find its place in research libraries as a valuable reference source and will surely appeal to the researches working in the theory of multivariate distributions.


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Gupta, A. K. (Arjun K.) 1938-

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Elliptically Contoured Models in Statistics and Portfolio Theory

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