Elliptically Contoured Models in Statistics and Portfolio Theory

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 t...

Full description

Bibliographic Details
Main Authors: Gupta, Arjun K. (Author), Varga, Tamas. (Author), Bodnar, Taras. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2013.
Edition:2nd ed. 2013.
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-8154-6