Elliptically Contoured Models in Statistics (Mathematics and Its Applications, 240, Band 240) - Hardcover

Gupta, Arjun K.; Varga, Tamas

Hardcover

ISBN 10: 0792321154 ISBN 13: 9780792321156

Verlag: Springer, 1993

Inhaltsangabe

In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. Fang, Kotz, and Ng presented a systematic study of multivariate elliptical distributions, however, they did not discuss the matrix variate case. Recently Fang and Zhang have summarized the results of generalized multivariate analysis which include vector as well as the matrix variate distributions. On the other hand, Fang and Anderson collected research papers on matrix variate elliptical distributions, many of them published for the first time in English. They published very rich material on the topic, but the results are given in paper form which does not provide a unified treatment of the theory. Therefore, it seemed appropriate to collect the most important results on the theory of matrix variate elliptically contoured distributions available in the literature and organize them in a unified manner that can serve as an introduction to the subject. The book will be useful for researchers, teachers, and graduate students in statistics and related fields whose interests involve multivariate statistical analysis. Parts of this book were presented by Arjun K Gupta as a one semester course at Bowling Green State University. Some new results have also been included which generalize the results in Fang and Zhang. Knowledge of matrix algebra and statistics at the level of Anderson is assumed. However, Chapter 1 summarizes some results of matrix algebra.

Über diesen Titel

Über die Autorin bzw. den Autor

D. G. Kabe retired as Professor of Statistics from St. Mary's University in Canada, having taught statistics and guided Ph.D. students there. Earlier he has been a faculty member at the Dalhousie University, Northern Michigan University, and Wayne State University. He is the author/co-author of more than two hundred research papers and two books. His research interests include design and analysis of experiments, and multivariate statistical analysis. Arjun K. Gupta is Distinguished University Professor and Professor of Mathematics and Statistics at Bowling Green State University, Bowling Green, Ohio. He has written more than 35 invited conferences, symposia, and journal papers and given more than 100 talks at national and international meetings during his 30-plus-year career. He is the co-author or co-editor of 12 books and has written more than 300 research articles. His main areas of interest include multivariate statistical analysis, distribution theory, and change point analysis. He is a Fellow of the American Statistical Association, the Institute of Statisticians, the Royal Statistical Society of England, and the Ohio Academy of Science, and an elected member of the International Statistical Institute.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 1993
• Sprache: Englisch
• ISBN 10: 0792321154
• ISBN 13: 9780792321156
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 337
• Kontakt zum Hersteller: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Deutschland