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Elliptically Contoured Models in Statistics (Paperback, Softcover reprint of the original 1st ed. 1993)
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Elliptically Contoured Models in Statistics (Paperback, Softcover reprint of the original 1st ed. 1993)
Series: Mathematics and Its Applications, 240
Expected to ship within 10 - 15 working days
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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.
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