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Statistical science --- Operational research. Game theory --- Mathematical statistics --- Mathematics --- Biomathematics. Biometry. Biostatistics --- Business economics --- medische statistiek --- toegepaste wiskunde --- stochastische analyse --- biostatistiek --- statistiek --- biometrie --- econometrie --- kansrekening --- statistisch onderzoek
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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 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.
Statistical science --- Economics --- Mathematical statistics --- Business economics --- economie --- statistiek --- econometrie --- wiskunde --- statistisch onderzoek
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With an emphasis on models and techniques, this textbook introduces many of the fundamental concepts of stochastic modeling that are now a vital component of almost every scientific investigation. These models form the basis of well-known parametric lifetime distributions such as exponential, Weibull, and gamma distributions, as well as change-point and mixture models. The authors also consider more general notions of non-parametric lifetime distribution classes. In particular, emphasis is placed on laying the foundation for solving problems in reliability, insurance, finance, and credit risk. Exercises and solutions to selected problems accompany each chapter in order to allow students to explore these foundations. The key subjects covered include: * Exponential distributions and the Poisson process * Parametric lifetime distributions * Non-parametric lifetime distribution classes * Multivariate exponential extensions * Association and dependence * Renewal theory * Problems in reliability, insurance, finance, and credit risk This work differs from traditional probability textbooks in a number of ways. Since no measure theory knowledge is necessary to understand the material and coverage of the central limit theorem and normal theory related topics has been omitted, the work may be used as a single-semester senior undergraduate or first-year graduate textbook as well as in a second course on probability modeling. Many of the chapters that examine central topics in applied probability can be read independently, allowing both instructors and readers extra flexibility in their use of the book. Probability and Statistical Models is for a wide audience including advanced undergraduate and beginning-level graduate students, researchers, and practitioners in mathematics, statistics, engineering, and economics.
Statistical science --- Finance --- Economics --- Operational research. Game theory --- Mathematical statistics --- Probability theory --- Mathematics --- Applied physical engineering --- Engineering sciences. Technology --- Planning (firm) --- Business economics --- Computer. Automation --- kennis --- ICT (informatie- en communicatietechnieken) --- toegepaste wiskunde --- waarschijnlijkheidstheorie --- stochastische analyse --- economie --- mathematische modellen --- statistiek --- financiën --- econometrie --- wiskunde --- ingenieurswetenschappen --- kansrekening --- statistisch onderzoek
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