By Taras Bodnar
Elliptically Contoured versions in records and Portfolio conception totally revises the 1st specific advent to the idea of matrix variate elliptically contoured distributions. There are extra chapters, and the entire unique chapters of this vintage textual content were up to date. assets during this ebook may be precious for researchers, practitioners, and graduate scholars in statistics and comparable fields of finance and engineering. these attracted to multivariate statistical research and its software to portfolio idea will locate this article instantly necessary. In multivariate statistical research, elliptical distributions have lately supplied a substitute for the traditional version. Elliptical distributions have additionally elevated their recognition in finance end result of the skill to version heavy tails often saw in genuine information. lots of the paintings, despite the fact that, is opened up in journals during the global and isn't simply available to the investigators. A noteworthy functionality of this ebook is the gathering of crucial effects at the concept of matrix variate elliptically contoured distributions that have been formerly purely on hand within the journal-based literature. The content material is equipped in a unified demeanour that could serve an a necessary creation to the subject.