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Elliptically Contoured Models In Statistics
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Book Synopsis Elliptically Contoured Models in Statistics and Portfolio Theory by : Arjun K. Gupta
Download or read book Elliptically Contoured Models in Statistics and Portfolio Theory written by Arjun K. Gupta and published by Springer Science & Business Media. This book was released on 2013-09-07 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested in multivariate statistical analysis and its application to portfolio theory will find this text immediately useful. In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. 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. The content is organized in a unified manner that can serve an a valuable introduction to the subject.
Book Synopsis Elliptically Contoured Models in Statistics by : Arjun K. Gupta
Download or read book Elliptically Contoured Models in Statistics written by Arjun K. Gupta and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Elliptically Contoured Models in Statistics by : Arjun K Gupta
Download or read book Elliptically Contoured Models in Statistics written by Arjun K Gupta and published by . This book was released on 1993-01-31 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Modeling and Analysis for Complex Data Problems by : Pierre Duchesne
Download or read book Statistical Modeling and Analysis for Complex Data Problems written by Pierre Duchesne and published by Springer Science & Business Media. This book was released on 2005-12-05 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews some of today’s more complex problems, and reflects some of the important research directions in the field. Twenty-nine authors – largely from Montreal’s GERAD Multi-University Research Center and who work in areas of theoretical statistics, applied statistics, probability theory, and stochastic processes – present survey chapters on various theoretical and applied problems of importance and interest to researchers and students across a number of academic domains.
Download or read book Credit Risk written by Georg Bol and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk.
Book Synopsis Multidimensional Statistical Analysis and Theory of Random Matrices by : A. K. Gupta
Download or read book Multidimensional Statistical Analysis and Theory of Random Matrices written by A. K. Gupta and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-01-14 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the papers from the Sixth Eugene Lukacs Symposium on ''Multidimensional Statistical Analysis and Random Matrices'', which was held at the Bowling Green State University, Ohio, USA, 29--30 March 1996. Multidimensional statistical analysis and random matrices have been the topics of great research. The papers presented in this volume discuss many varied aspects of this all-encompassing topic. In particular, topics covered include generalized statistical analysis, elliptically contoured distribution, covariance structure analysis, metric scaling, detection of outliers, density approximation, and circulant and band random matrices.
Book Synopsis Statistical Inference for Models with Multivariate t-Distributed Errors by : A. K. Md. Ehsanes Saleh
Download or read book Statistical Inference for Models with Multivariate t-Distributed Errors written by A. K. Md. Ehsanes Saleh and published by John Wiley & Sons. This book was released on 2014-10-01 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book summarizes the results of various models under normal theory with a brief review of the literature. Statistical Inference for Models with Multivariate t-Distributed Errors: Includes a wide array of applications for the analysis of multivariate observations Emphasizes the development of linear statistical models with applications to engineering, the physical sciences, and mathematics Contains an up-to-date bibliography featuring the latest trends and advances in the field to provide a collective source for research on the topic Addresses linear regression models with non-normal errors with practical real-world examples Uniquely addresses regression models in Student's t-distributed errors and t-models Supplemented with an Instructor's Solutions Manual, which is available via written request by the Publisher
Book Synopsis Skew-Normal Model Theories and Their Applications by : Rendao Ye
Download or read book Skew-Normal Model Theories and Their Applications written by Rendao Ye and published by CRC Press. This book was released on 2024-11-08 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book focuses on several skew-normal mixed effects models, and systematically explores statistical inference theories, methods, and applications of parameters of interest. This book is of academic value as it helps to establish a series of statistical inference theories and methods for skew-normal mixed effects models. On the applications side, it provides efficient methods and tools for practical data analysis in various fields including economics, finance, biology and medical science.
Book Synopsis Statistical Models for Data Analysis by : Paolo Giudici
Download or read book Statistical Models for Data Analysis written by Paolo Giudici and published by Springer Science & Business Media. This book was released on 2013-07-01 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers in this book cover issues related to the development of novel statistical models for the analysis of data. They offer solutions for relevant problems in statistical data analysis and contain the explicit derivation of the proposed models as well as their implementation. The book assembles the selected and refereed proceedings of the biannual conference of the Italian Classification and Data Analysis Group (CLADAG), a section of the Italian Statistical Society.
Book Synopsis Growth Curve Models and Statistical Diagnostics by : Jian-Xin Pan
Download or read book Growth Curve Models and Statistical Diagnostics written by Jian-Xin Pan and published by Springer Science & Business Media. This book was released on 2012-11-06 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book systematically introduces the theory of the GCM with particular emphasis on their multivariate statistical diagnostics, which are based mainly on recent developments made by the authors and their collaborators. Provided are complete proofs of theorems as well as practical data sets and MATLAB code.
Book Synopsis The Use Of Statistics In Forensic Science by : C. G. G. Aitken
Download or read book The Use Of Statistics In Forensic Science written by C. G. G. Aitken and published by CRC Press. This book was released on 1991-10-31 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: Describes ways of assessing forensic science evidence and the means of communicating the assessment to a court of law. The aim of this work is to ensure that the courts consider seriously the probability of the evidence of association.
Book Synopsis Measures with Symmetry Properties by : Werner Schindler
Download or read book Measures with Symmetry Properties written by Werner Schindler and published by Springer. This book was released on 2003-01-01 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: Symmetries and invariance principles play an important role in various branches of mathematics. This book deals with measures having weak symmetry properties. Even mild conditions ensure that all invariant Borel measures on a second countable locally compact space can be expressed as images of specific product measures under a fixed mapping. The results derived in this book are interesting for their own and, moreover, a number of carefully investigated examples underline and illustrate their usefulness and applicability for integration problems, stochastic simulations and statistical applications.
Book Synopsis Matrix Variate Distributions by : A K Gupta
Download or read book Matrix Variate Distributions written by A K Gupta and published by CRC Press. This book was released on 2018-05-02 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributions gathers and systematically presents most of the recent developments in continuous matrix variate distribution theory and includes new results. After a review of the essential background material, the authors investigate the range of matrix variate distributions, including: matrix variate normal distribution Wishart distribution Matrix variate t-distribution Matrix variate beta distribution F-distribution Matrix variate Dirichlet distribution Matrix quadratic forms With its inclusion of new results, Matrix Variate Distributions promises to stimulate further research and help advance the field of multivariate statistical analysis.
Book Synopsis Finite Mixture of Skewed Distributions by : Víctor Hugo Lachos Dávila
Download or read book Finite Mixture of Skewed Distributions written by Víctor Hugo Lachos Dávila and published by Springer. This book was released on 2018-11-12 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent results in finite mixtures of skewed distributions to prepare readers to undertake mixture models using scale mixtures of skew normal distributions (SMSN). For this purpose, the authors consider maximum likelihood estimation for univariate and multivariate finite mixtures where components are members of the flexible class of SMSN distributions. This subclass includes the entire family of normal independent distributions, also known as scale mixtures of normal distributions (SMN), as well as the skew-normal and skewed versions of some other classical symmetric distributions: the skew-t (ST), the skew-slash (SSL) and the skew-contaminated normal (SCN), for example. These distributions have heavier tails than the typical normal one, and thus they seem to be a reasonable choice for robust inference. The proposed EM-type algorithm and methods are implemented in the R package mixsmsn, highlighting the applicability of the techniques presented in the book. This work is a useful reference guide for researchers analyzing heterogeneous data, as well as a textbook for a graduate-level course in mixture models. The tools presented in the book make complex techniques accessible to applied researchers without the advanced mathematical background and will have broad applications in fields like medicine, biology, engineering, economic, geology and chemistry.
Book Synopsis Symmetric Multivariate and Related Distributions by : Kai Wang Fang
Download or read book Symmetric Multivariate and Related Distributions written by Kai Wang Fang and published by CRC Press. This book was released on 2018-01-18 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the publication of the by now classical Johnson and Kotz Continuous Multivariate Distributions (Wiley, 1972) there have been substantial developments in multivariate distribution theory especially in the area of non-normal symmetric multivariate distributions. The book by Fang, Kotz and Ng summarizes these developments in a manner which is accessible to a reader with only limited background (advanced real-analysis calculus, linear algebra and elementary matrix calculus). Many of the results in this field are due to Kai-Tai Fang and his associates and appeared in Chinese publications only. A thorough literature search was conducted and the book represents the latest work - as of 1988 - in this rapidly developing field of multivariate distributions. The authors are experts in statistical distribution theory.
Book Synopsis Rank-Based Methods for Shrinkage and Selection by : A. K. Md. Ehsanes Saleh
Download or read book Rank-Based Methods for Shrinkage and Selection written by A. K. Md. Ehsanes Saleh and published by John Wiley & Sons. This book was released on 2022-03-22 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rank-Based Methods for Shrinkage and Selection A practical and hands-on guide to the theory and methodology of statistical estimation based on rank Robust statistics is an important field in contemporary mathematics and applied statistical methods. Rank-Based Methods for Shrinkage and Selection: With Application to Machine Learning describes techniques to produce higher quality data analysis in shrinkage and subset selection to obtain parsimonious models with outlier-free prediction. This book is intended for statisticians, economists, biostatisticians, data scientists and graduate students. Rank-Based Methods for Shrinkage and Selection elaborates on rank-based theory and application in machine learning to robustify the least squares methodology. It also includes: Development of rank theory and application of shrinkage and selection Methodology for robust data science using penalized rank estimators Theory and methods of penalized rank dispersion for ridge, LASSO and Enet Topics include Liu regression, high-dimension, and AR(p) Novel rank-based logistic regression and neural networks Problem sets include R code to demonstrate its use in machine learning
Book Synopsis Influence Diagnostics in the Capital Asset Pricing Model Under Elliptical Distributions by : Manuel Galea
Download or read book Influence Diagnostics in the Capital Asset Pricing Model Under Elliptical Distributions written by Manuel Galea and published by . This book was released on 2005 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
