LEADER 01290nem0-2200385---450- 001 990009336790403321 005 20111202142335.0 035 $a000933679 035 $aFED01000933679 035 $a(Aleph)000933679FED01 035 $a000933679 100 $a20110331d1957----km-y0itay50------ba 101 0 $aita 102 $aIT 120 $ab--------bl-- 121 $aaa-aabb-a$b-------- 123 1 $aa$b1:25000$de0042230$ee0043000$fn0410500$gn0410000 124 $a-$bd$c--$db$e-$f--$g-- 200 1 $aTriggiano$bDocumento cartografico$fIstituto geografico militare 206 $a1:25000 ; proiezione conforme universale trasversa di Mercatore (E4°22'30''-E4°30'/N41°05'-N41°00') 210 $aFirenze$cIGM$d1957 215 $a1 carta$ccolor.$d44 x 38 su foglio 64 x 51 cm 225 1 $aCarta d'Italia$v177, quadrante 2, tavoletta SE 300 $aIl meridiano di riferimento è M. Mario, Roma 300 $aRilievo del 1949 540 1 $aFoglio 177, quadrante 2 tavoletta S. E. 610 0 $aPuglia$aCarte 710 02$aIstituto geografico militare$05005 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aMP 912 $a990009336790403321 952 $aMP Cass.2 177, 2(2)$bIst. s.i.$fILFGE 959 $aILFGE 996 $aTriggiano$9766759 997 $aUNINA LEADER 03685nam 22005775 450 001 9910438036703321 005 20250410103308.0 010 $a1-4614-8154-6 024 7 $a10.1007/978-1-4614-8154-6 035 $a(CKB)3710000000019042 035 $a(EBL)1466836 035 $a(SSID)ssj0001010495 035 $a(PQKBManifestationID)11933193 035 $a(PQKBTitleCode)TC0001010495 035 $a(PQKBWorkID)11000703 035 $a(PQKB)11365780 035 $a(DE-He213)978-1-4614-8154-6 035 $a(MiAaPQ)EBC1466836 035 $a(PPN)172420741 035 $a(EXLCZ)993710000000019042 100 $a20130907d2013 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aElliptically Contoured Models in Statistics and Portfolio Theory /$fby Arjun K. Gupta, Tamas Varga, Taras Bodnar 205 $a2nd ed. 2013. 210 1$aNew York, NY :$cSpringer New York :$cImprint: Springer,$d2013. 215 $a1 online resource (332 p.) 300 $aDescription based upon print version of record. 311 08$a1-4614-8153-8 320 $aIncludes bibliographic references and indexes. 327 $aPreliminaries -- Basic Properties -- Probability Density Function and Expected Values -- Mixtures of Normal Distributions -- Quadratic Forms and other Functions of Elliptically Contoured Matrices -- Characterization Results -- Estimation -- Hypothesis Testing -- Linear Models -- Skew Elliptically Contoured Distributions -- Application in Portfolio Theory -- Author Index -- Subject Index. 330 $aElliptically 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. 606 $aStatistics 606 $aStatistics 606 $aStatistical Theory and Methods 606 $aStatistics in Business, Management, Economics, Finance, Insurance 615 0$aStatistics. 615 0$aStatistics. 615 14$aStatistical Theory and Methods. 615 24$aStatistics in Business, Management, Economics, Finance, Insurance. 676 $a519.24 700 $aGupta$b Arjun K$4aut$4http://id.loc.gov/vocabulary/relators/aut$01064647 702 $aVarga$b Tamas$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aBodnar$b Taras$4aut$4http://id.loc.gov/vocabulary/relators/aut 906 $aBOOK 912 $a9910438036703321 996 $aElliptically Contoured Models in Statistics and Portfolio Theory$92539851 997 $aUNINA