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Multivariate Statistical Methods

Going Beyond the Linear

Paperback Engels 2022 9783030813949
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Samenvatting

This book presents a general method for deriving higher-order statistics of multivariate distributions with simple algorithms that allow for actual calculations. Multivariate nonlinear statistical models require the study of higher-order moments and cumulants. The main tool used for the definitions is the tensor derivative, leading to several useful expressions concerning Hermite polynomials, moments, cumulants, skewness, and kurtosis. A general test of multivariate skewness and kurtosis is obtained from this treatment. Exercises are provided for each chapter to help the readers understand the methods. Lastly, the book includes a comprehensive list of references, equipping readers to explore further on their own.

Specificaties

ISBN13:9783030813949
Taal:Engels
Bindwijze:paperback
Uitgever:Springer International Publishing

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Inhoudsopgave

<p>Some Introductory Algebra.- Tensor derivative of vector functions.- T-Moments and T-Cumulants.- &nbsp;Gaussian systems, T-Hermite polynomials, Moments and Cumulants.- &nbsp;Multivariate Skew Distributions.- Multivariate skewness and kurtosis.</p>

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€ 132,99
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          Multivariate Statistical Methods