Mathematics and Its Applications

Elliptically Contoured Models in Statistics

Authors: Gupta, Arjun K., Varga, Tamas

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-94-011-1646-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $129.00
price for USA
  • ISBN 978-0-7923-2115-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • ISBN 978-94-010-4719-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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.

Table of contents (9 chapters)

  • Preliminaries

    Gupta, A. K. (et al.)

    Pages 1-18

  • Basic Properties

    Gupta, A. K. (et al.)

    Pages 19-79

  • Probability Density Function and Expected Values

    Gupta, A. K. (et al.)

    Pages 80-129

  • Mixtures of Normal Distributions

    Gupta, A. K. (et al.)

    Pages 130-161

  • Quadratic Forms and other Functions of Elliptically Contoured Matrices

    Gupta, A. K. (et al.)

    Pages 162-189

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-94-011-1646-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $129.00
price for USA
  • ISBN 978-0-7923-2115-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • ISBN 978-94-010-4719-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Elliptically Contoured Models in Statistics
Authors
Series Title
Mathematics and Its Applications
Series Volume
240
Copyright
1993
Publisher
Springer Netherlands
Copyright Holder
Kluwer Academic Publishers
eBook ISBN
978-94-011-1646-6
DOI
10.1007/978-94-011-1646-6
Hardcover ISBN
978-0-7923-2115-6
Softcover ISBN
978-94-010-4719-7
Edition Number
1
Number of Pages
X, 327
Topics