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.
- Vagotomy: Latest Advances with Special Reference to Gastric and Duodenal Ulcers Disease.
- Download Elliptically Contoured Models In Statistics And Portfolio Theory?
- Elliptically contoured models in statistics and portfolio theory;
- Method in Ecumenical Theology: The Lessons So Far.
Gupta, A. K. (Arjun K.) 1938-
Write a customer review. Discover the best of shopping and entertainment with Amazon Prime. Prime members enjoy FREE Delivery on millions of eligible domestic and international items, in addition to exclusive access to movies, TV shows, and more. Back to top. Get to Know Us. English Choose a language for shopping. Audible Download Audio Books.
Alexa Actionable Analytics for the Web. The full text of this article hosted at iucr. If you do not receive an email within 10 minutes, your email address may not be registered, and you may need to create a new Wiley Online Library account. If the address matches an existing account you will receive an email with instructions to retrieve your username.
Recommended for you
Special thanks are extended to Stephen Brown for his comments and suggestions. Errors remain ours. Search for more papers by this author. Tools Request permission Export citation Add to favorites Track citation. Share Give access Share full text access.
Elliptically Contoured Models in Statistics and Portfolio Theory
Share full text access. Please review our Terms and Conditions of Use and check box below to share full-text version of article.
Get access to the full version of this article. View access options below. You previously purchased this article through ReadCube.