Symmetric multivariate and related distributions:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London [u.a.]
Chapman and Hall
1990
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Monographs on statistics and applied probability
36 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 220 S. |
| ISBN: | 0412314304 |
Internformat
MARC
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| 245 | 1 | 0 | |a Symmetric multivariate and related distributions |c Kai-Tai Fang ; Samuel Kotz ; Kai Wang Ng |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a London [u.a.] |b Chapman and Hall |c 1990 | |
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Datensatz im Suchindex
| _version_ | 1804118356999012352 |
|---|---|
| adam_text | Contents
Preface IX
1 Preliminaries *
1.1 Construction of symmetric multivariate distributions 1
1.2 Notation 10
1.3 Groups and invariance 14
1.4 Dirichlet distribution ^
Problems 24
2 Spherically and elliptically symmetric distributions 26
2.1 Introduction and definition 26
2.2 Marginal distributions, moments and density 33
2.3 The relationship between 4 and F 38
2.4 Conditional distributions 39
2.5 Properties of elliptically symmetric distributions 42
2.6 Mixtures of normal distributions 48
2.7 Robust statistics and regression model 51
2.8 Log elliptical and additive logistic elliptical distribu¬
tions 55
2.9 Complex elliptically symmetric distributions 64
Problems 66
3 Some subclasses of elliptical distributions 69
3.1 Multiuniform distributions 70
3.2 Symmetric Kotz type distributions 76
3.3 Symmetric multivariate Pearson Type VII distribu¬
tions . 81
3.4 Symmetric multivariate Pearson Type II distributions 89
3.5 Some other subclasses of elliptically symmetric distri
92
butions
Problems 93
viii CONTENTS
4 Characterizations 96
4.1 Some characterizations of spherical distributions 96
4.2 Characterizations of uniformity 100
4.3 Characterizations of normality 105
Problems HO
5 Multivariate /, norm symmetric distributions 112
5.1 Definition of Ln 112
5.2 Some properties of LB 114
5.3 Extended Tn family 122
5.4 Mixtures of exponential distributions 130
5.5 Independence, robustness and characterizations 134
Problems 139
6 Multivariate Liouville distributions 142
6.1 Definitions and properties 142
6.2 Examples 146
6.3 Marginal distributions 150
6.4 Conditional distribution 157
6.5 Characterizations 162
6.6 Scale invariant statistics 169
6.7 Survival functions 171
6.8 Inequalities and applications 174
Problems 179
7 a Symmetric distributions 181
7.1 a Symmetric distributions 181
7.2 Decomposition of 1 symmetric distributions 185
7.3 Properties of 1 symmetric distributions 191
7.4 Some special cases of ^(a) 196
Problems 197
References 202
Index 213
|
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| author | Fang, Kaitai 1940- Kotz, Samuel 1930-2010 Ng, Kai-Wang |
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| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV004142286 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:09:00Z |
| institution | BVB |
| isbn | 0412314304 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002584416 |
| oclc_num | 19628494 |
| open_access_boolean | |
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| physical | X, 220 S. |
| publishDate | 1990 |
| publishDateSearch | 1990 |
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| publisher | Chapman and Hall |
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| series | Monographs on statistics and applied probability |
| series2 | Monographs on statistics and applied probability |
| spelling | Fang, Kaitai 1940- Verfasser (DE-588)124276628 aut Symmetric multivariate and related distributions Kai-Tai Fang ; Samuel Kotz ; Kai Wang Ng 1. publ. London [u.a.] Chapman and Hall 1990 X, 220 S. txt rdacontent n rdamedia nc rdacarrier Monographs on statistics and applied probability 36 Distribution (Théorie des probabilités) Distribution (Théorie des probabilités) ram Multivariate analyse gtt Waarschijnlijkheidstheorie gtt Distribution (Probability theory) Multivariate Analyse (DE-588)4040708-1 gnd rswk-swf Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 gnd rswk-swf Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd rswk-swf Wahrscheinlichkeitsverteilung (DE-588)4121894-2 s DE-604 Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 s Multivariate Analyse (DE-588)4040708-1 s Kotz, Samuel 1930-2010 Verfasser (DE-588)119529653 aut Ng, Kai-Wang Verfasser (DE-588)1055752056 aut Monographs on statistics and applied probability 36 (DE-604)BV002494005 36 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002584416&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Fang, Kaitai 1940- Kotz, Samuel 1930-2010 Ng, Kai-Wang Symmetric multivariate and related distributions Monographs on statistics and applied probability Distribution (Théorie des probabilités) Distribution (Théorie des probabilités) ram Multivariate analyse gtt Waarschijnlijkheidstheorie gtt Distribution (Probability theory) Multivariate Analyse (DE-588)4040708-1 gnd Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd |
| subject_GND | (DE-588)4040708-1 (DE-588)4205373-0 (DE-588)4121894-2 |
| title | Symmetric multivariate and related distributions |
| title_auth | Symmetric multivariate and related distributions |
| title_exact_search | Symmetric multivariate and related distributions |
| title_full | Symmetric multivariate and related distributions Kai-Tai Fang ; Samuel Kotz ; Kai Wang Ng |
| title_fullStr | Symmetric multivariate and related distributions Kai-Tai Fang ; Samuel Kotz ; Kai Wang Ng |
| title_full_unstemmed | Symmetric multivariate and related distributions Kai-Tai Fang ; Samuel Kotz ; Kai Wang Ng |
| title_short | Symmetric multivariate and related distributions |
| title_sort | symmetric multivariate and related distributions |
| topic | Distribution (Théorie des probabilités) Distribution (Théorie des probabilités) ram Multivariate analyse gtt Waarschijnlijkheidstheorie gtt Distribution (Probability theory) Multivariate Analyse (DE-588)4040708-1 gnd Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd |
| topic_facet | Distribution (Théorie des probabilités) Multivariate analyse Waarschijnlijkheidstheorie Distribution (Probability theory) Multivariate Analyse Multivariate Wahrscheinlichkeitsverteilung Wahrscheinlichkeitsverteilung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002584416&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV002494005 |
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