Elliptically contoured models in statistics:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Dordrecht [u.a.]
Kluwer Acad.
1993
|
| Schriftenreihe: | Mathematics and its applications
240 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 327 S. |
| ISBN: | 0792321154 9789401047197 |
Internformat
MARC
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| 100 | 1 | |a Gupta, Arjun K. |d 1938- |e Verfasser |0 (DE-588)122205103 |4 aut | |
| 245 | 1 | 0 | |a Elliptically contoured models in statistics |c by A. K. Gupta and T. Varga |
| 264 | 1 | |a Dordrecht [u.a.] |b Kluwer Acad. |c 1993 | |
| 300 | |a X, 327 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Mathematics and its applications |v 240 | |
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Datensatz im Suchindex
| _version_ | 1804120895589974016 |
|---|---|
| adam_text | TABLE OF CONTENTS
PREFACE ix
CHAPTER 1. PRELIMINARIES 1
1.1 Introduction and Literature Review 1
1.2 Notations 2
1.3 Some Results from Matrix Algebra 6
1.4 A Functional Equation 17
CHAPTER 2. BASIC PROPERTIES 19
2.1 Definition 19
2.2 Probability Density Function 26
2.3 Marginal Distributions 31
2.4 Expected Value and Covariance 32
2.5 Stochastic Representation 35
2.6 Conditional Distributions 47
2.7 Examples 70
CHAPTER 3. PROBABILITY DENSITY FUNCTION AND
EXPECTEDVALUES 80
3.1 Probability Density Function 80
3.2 More on Expected Values 91
CHAPTER 4. MIXTURE OF NORMAL DISTRIBUTIONS 130
4.1 Mixture by Distribution Functions 130
4.2 Mixture by Weighting Functions 150
vii
viii TABLE OF CONTENTS
CHAPTER 5. QUADRATIC FORMS AND OTHER FUNCTIONS OF
ELLIPTICALLY CONTOURED MATRICES 162
5.1 Cochran s Theorem 162
5.2 Rank of Quadratic Forms 179
5.3 Distribution of Invariant Matrix Variate Functions 182
CHAPTER 6. CHARACTERIZATION RESULTS 190
6.1 Characterizations Based on Invariance 190
6.2 Characterizations of Normality 193
CHAPTER 7. ESTIMATION 224
7.1 Maximum Likelihood Estimators of the Parameters 224
7.2 Properties of the Estimators 238
CHAPTER 8. HYPOTHESIS TESTING 252
8.1 General Results 252
8.2 Two Models 258
8.3 Testing Criteria 263
CHAPTER 9. LINEAR MODELS 285
9.1 Estimation of the Parameters in the Multivariate
Linear Regression Model 285
9.2 Hypothesis Testing in the Multivariate Linear
Regression Model 297
9.3 Inference in the Random Effects Model 302
REFERENCES 311
AUTHOR INDEX 321
SUBJECT INDEX 323
|
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| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV006619112 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:49:21Z |
| institution | BVB |
| isbn | 0792321154 9789401047197 |
| language | English |
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| oclc_num | 243736890 |
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| physical | X, 327 S. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Kluwer Acad. |
| record_format | marc |
| series | Mathematics and its applications |
| series2 | Mathematics and its applications |
| spelling | Gupta, Arjun K. 1938- Verfasser (DE-588)122205103 aut Elliptically contoured models in statistics by A. K. Gupta and T. Varga Dordrecht [u.a.] Kluwer Acad. 1993 X, 327 S. txt rdacontent n rdamedia nc rdacarrier Mathematics and its applications 240 Elliptische Verteilung (DE-588)4253008-8 gnd rswk-swf Multivariate Analyse (DE-588)4040708-1 gnd rswk-swf Elliptische Verteilung (DE-588)4253008-8 s Multivariate Analyse (DE-588)4040708-1 s DE-604 Varga, Tamás 1960- Verfasser (DE-588)129995053 aut Mathematics and its applications 240 (DE-604)BV008163334 240 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004229818&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Gupta, Arjun K. 1938- Varga, Tamás 1960- Elliptically contoured models in statistics Mathematics and its applications Elliptische Verteilung (DE-588)4253008-8 gnd Multivariate Analyse (DE-588)4040708-1 gnd |
| subject_GND | (DE-588)4253008-8 (DE-588)4040708-1 |
| title | Elliptically contoured models in statistics |
| title_auth | Elliptically contoured models in statistics |
| title_exact_search | Elliptically contoured models in statistics |
| title_full | Elliptically contoured models in statistics by A. K. Gupta and T. Varga |
| title_fullStr | Elliptically contoured models in statistics by A. K. Gupta and T. Varga |
| title_full_unstemmed | Elliptically contoured models in statistics by A. K. Gupta and T. Varga |
| title_short | Elliptically contoured models in statistics |
| title_sort | elliptically contoured models in statistics |
| topic | Elliptische Verteilung (DE-588)4253008-8 gnd Multivariate Analyse (DE-588)4040708-1 gnd |
| topic_facet | Elliptische Verteilung Multivariate Analyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004229818&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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