Spherical & Elliptical Distributions

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Related lectures (30)

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Elliptical Distributions: Properties and Applications

Covers elliptical distributions, including properties, applications, and risk management implications.

Quantitative Risk Management: Distributions and Techniques

Covers distributions and techniques in Quantitative Risk Management for financial modeling.

Multivariate Distributions: Spherical and Elliptical

Explores spherical and elliptical distributions, normal variance mixtures, factor models, and principal component analysis.

Multivariate Statistics: Conditional Distributions

Covers conditional distributions and correlations in multivariate statistics, including partial variance and covariance, with applications to non-normal distributions.

Multivariate Statistics: Normal Distribution

Introduces multivariate statistics, covering normal distribution properties and characteristic functions.

Dependence Concepts and Copulas

Explores dependence concepts, copulas, correlation fallacies, and rank correlations in statistics.

Multivariate Statistics: Normal Distribution

Covers the multivariate normal distribution, properties, and sampling methods.

Copulas: Properties and Applications

Explores copulas in multivariate statistics, covering properties, fallacies, and applications in modeling dependence structures.

Continuous Random Variables

Explores continuous random variables, density functions, joint variables, independence, and conditional densities.

Multivariate Normal Distribution: Correlation and Covariance

Covers correlation, covariance, empirical estimates, eigenvalues, normality testing, and factor models.