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Elliptically Contoured Models In Statistics Book

Elliptically Contoured Models In Statistics
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  • Elliptically Contoured Models In Statistics
  • Written by author A. K. Gupta
  • Published by Springer-Verlag New York, LLC, January 1993
  • This volume presents the first detailed introduction to the theory of matrix variate elliptically contoured distributions. The book comprises eight chapters and an up-to-date bibliography. Chapter 1 summarizes some results of matrix algebra. Chapter 2
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Preface
Ch. 1Preliminaries1
Ch. 2Basic Properties19
Ch. 3Probability Density Function and Expected Values80
Ch. 4Mixture of Normal Distributions130
Ch. 5Quadratic Forms and Other Functions of Elliptically Contoured Matrices162
Ch. 6Characterization Results190
Ch. 7Estimation224
Ch. 8Hypothesis Testing252
Ch. 9Linear Models285
References311
Author Index321
Subject Index323


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