Elliptically Contoured Models in Statistics and Portfolio Theory

Arjun K. Gupta (), Tamas Varga and Taras Bodnar ()
Additional contact information
Arjun K. Gupta: Bowling Green State University, Department of Mathematics and Statistics
Taras Bodnar: Humboldt - University of Berlin, Department of Mathematics

in Springer Books from Springer

Date: 2013
Edition: 2nd ed. 2013
ISBN: 978-1-4614-8154-6
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Chapters in this book:

Ch Chapter 1 Preliminaries

Arjun K. Gupta, Tamas Varga and Taras Bodnar

Ch Chapter 10 Application in Portfolio Theory

Arjun K. Gupta, Tamas Varga and Taras Bodnar

Ch Chapter 11 Skew Elliptically Contoured Distributions

Arjun K. Gupta, Tamas Varga and Taras Bodnar

Ch Chapter 2 Basic Properties

Arjun K. Gupta, Tamas Varga and Taras Bodnar

Ch Chapter 3 Probability Density Function and Expected Values

Arjun K. Gupta, Tamas Varga and Taras Bodnar

Ch Chapter 4 Mixtures of Normal Distributions

Arjun K. Gupta, Tamas Varga and Taras Bodnar

Ch Chapter 5 Quadratic Forms and Other Functions of Elliptically Contoured Matrices

Arjun K. Gupta, Tamas Varga and Taras Bodnar

Ch Chapter 6 Characterization Results

Arjun K. Gupta, Tamas Varga and Taras Bodnar

Ch Chapter 7 Estimation

Arjun K. Gupta, Tamas Varga and Taras Bodnar

Ch Chapter 8 Hypothesis Testing

Arjun K. Gupta, Tamas Varga and Taras Bodnar

Ch Chapter 9 Linear Models

Arjun K. Gupta, Tamas Varga and Taras Bodnar

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DOI: 10.1007/978-1-4614-8154-6

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