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2012, ISBN: 9789401116466
eBooks, eBook Download (PDF), In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most of the work, however, is sprea… Meer...
ISBN: 9789401116466
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 th… Meer...
ISBN: 9789401116466
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 t… Meer...
ISBN: 9789401116466
*Elliptically Contoured Models in Statistics* / pdf eBook für 96.49 € / Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Mathematik Medien > Bücher nein eBook als pdf eBooks > Fachthem… Meer...
ISBN: 9789401116466
Elliptically Contoured Models in Statistics: ab 96.49 € eBooks > Fachthemen & Wissenschaft > Mathematik Springer Netherlands eBook als pdf, Springer Netherlands
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Gedetalleerde informatie over het boek. - Elliptically Contoured Models in Statistics
EAN (ISBN-13): 9789401116466
Verschijningsjaar: 2012
Uitgever: Springer Netherlands
Boek bevindt zich in het datenbestand sinds 2017-01-19T10:21:03+01:00 (Amsterdam)
Detailpagina laatst gewijzigd op 2023-12-28T13:46:36+01:00 (Amsterdam)
ISBN/EAN: 9789401116466
ISBN - alternatieve schrijfwijzen:
978-94-011-1646-6
alternatieve schrijfwijzen en verwante zoekwoorden:
Auteur van het boek: tamas varga, tamás varga, petry michael
Gegevens van de uitgever
Auteur: Arjun K. Gupta; Tamas Varga
Titel: Mathematics and Its Applications; Elliptically Contoured Models in Statistics
Uitgeverij: Springer; Springer Netherland
327 Bladzijden
Verschijningsjaar: 2012-12-06
Dordrecht; NL
Taal: Engels
96,29 € (DE)
99,00 € (AT)
118,00 CHF (CH)
Available
X, 327 p.
EA; E107; eBook; Nonbooks, PBS / Mathematik/Arithmetik, Algebra; Algebra; Verstehen; algebra; matrices; matrix; normal distribution; probability; quadratic form; statistical analysis; statistical inference; statistics; C; Algebra; Probability Theory; Statistics in Business, Management, Economics, Finance, Insurance; Mathematics and Statistics; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BC
1. Preliminaries.- 1.1 Introduction and Literature Review.- 1.2 Notations.- 1.3 Some Results from Matrix Algebra.- 1.4 A Functional Equation.- 2. Basic Properties.- 2.1 Definition.- 2.2 Probability Density Function.- 2.3 Marginal Distributions.- 2.4 Expected Value and Covariance.- 2.5 Stochastic Representation.- 2.6 Conditional Distributions.- 2.7 Examples.- 3. Probability Density Function and Expectedvalues.- 3.1 Probability Density Function.- 3.2 More on Expected Values.- 4. Mixture of Normal Distributions.- 4.1 Mixture by Distribution Functions.- 4.2 Mixture by Weighting Functions.- 5. Quadratic Forms and other Functions of Elliptically Contoured Matrices.- 5.1 Cochran’ s Theorem.- 5.2 Rank of Quadratic Forms.- 5.3 Distribution of Invariant Matrix Variate Functions.- 6. Characterization Results.- 6.1 Characterizations Based on Invariance.- 6.2 Characterizations of Normality.- 7. Estimation.- 7.1 Maximum Likelihood Estimators of the Parameters.- 7.2 Properties of the Estimators.- 8. Hypothesis Testing.- 8.1 General Results.- 8.2 Two Models.- 8.3 Testing Criteria.- 9. Linear Models.- 9.1 Estimation of the Parameters in the Multivariate Linear Regression Model.- 9.2 Hypothesis Testing in the Multivariate Linear Regression Model.- 9.3 Inference in the Random Effects Model.- References.- Author Index.Andere boeken die eventueel grote overeenkomsten met dit boek kunnen hebben:
Laatste soortgelijke boek:
9789401047197 Elliptically Contoured Models in Statistics (Mathematics and Its Applications, 240) (Gupta, Arjun K. Varga, Tamas)
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