Symmetric Multivariate and Related Distributions

Kai-Tai Fang, Samuel Kotz, Kai W. Ng (Autoren)

Buch | Hardcover

230 Seiten

2017
Taylor & Francis Ltd (Verlag)
978-1-315-89794-3 (ISBN)

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This book summarizes developments in multivariate distribution theory, especially in the area of non-normal symmetric multivariate distributions, in a manner which is accessible to a reader with only limited background (advanced real-analysis calculus, linear algebra and elementary matrix calculus).

Since the publication of the by now classical Johnson and Kotz Continuous Multivariate Distributions (Wiley, 1972) there have been substantial developments in multivariate distribution theory especially in the area of non-normal symmetric multivariate distributions. The book by Fang, Kotz and Ng summarizes these developments in a manner which is accessible to a reader with only limited background (advanced real-analysis calculus, linear algebra and elementary matrix calculus). Many of the results in this field are due to Kai-Tai Fang and his associates and appeared in Chinese publications only.

A thorough literature search was conducted and the book represents the latest work - as of 1988 - in this rapidly developing field of multivariate distributions. The authors are experts in statistical distribution theory.

Kai Wang Fang

Preface, 1: Preliminaries, 2: Spherically and elliptically symmetric distributions, 3: Some subclasses of elliptical distributions, 4: Characterizations, 5: Multivariate ?1-norm symmetric distributions, 6: Multivariate Liouville distributions, 7: ?-Symmetric distributions, References, Index

Erscheinungsdatum	16.01.2018
Verlagsort	London
Sprache	englisch
Maße	156 x 234 mm
Gewicht	590 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	1-315-89794-6 / 1315897946
ISBN-13	978-1-315-89794-3 / 9781315897943
Zustand	Neuware