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.
Analyzes the changes in ideology of Poland's rule from the October events of 1956 to the lifting of martial law in 1983 to suggest that ideological change has represented the regime's chief means of responding to a postwar cycle of crises.
A definitive contemporary political, economic, and cultural history from a leading international expert, this is the first single-volume work to survey and analyze Soviet and post-Soviet Ukrainian history since 1953 as the basis for understanding the nation today. Ukraine dominated international headlines as the Euromaidan protests engulfed Ukraine in 2013–2014 and Russia invaded the Crimea and the Donbas, igniting a new Cold War. Written from an insider's perspective by the leading expert on Ukraine, this book analyzes key domestic and external developments and provides an understanding as to why the nation's future is central to European security. In contrast with traditional books that survey a millennium of Ukrainian history, author Taras Kuzio provides a contemporary perspective that integrates the late Soviet and post-Soviet eras. The book begins in 1953 when Soviet leader Joseph Stalin died during the Cold War and carries the story to the present day, showing the roots of a complicated transition from communism and the weight of history on its relations with Russia. It then goes on to examine in depth key aspects of Soviet and post-Soviet Ukrainian politics; the drive to independence, Orange Revolution, and Euromaidan protests; national identity; regionalism and separatism; economics; oligarchs; rule of law and corruption; and foreign and military policies. Moving away from a traditional dichotomy of "good pro-Western" and "bad pro-Russian" politicians, this volume presents an original framework for understanding Ukraine's history as a series of historic cycles that represent a competition between mutually exclusive and multiple identities. Regionally diverse contemporary Ukraine is an outgrowth of multiple historical Austrian-Hungarian, Polish, Russian, and especially Soviet legacies, and the book succinctly integrates these influences with post-Soviet Ukraine, determining the manner in which political and business elites and everyday Ukrainians think, act, operate, and relate to the outside world.
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.
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